Sound is created using:
PlaySound(TEXT("C:\\hitBrick.wav"), NULL, SND_FILENAME);
As already mentioned, Ville Krumlinde , use SND_ASYNC as follows:
PlaySound(TEXT("C:\hitBrick.wav"), NULL, SND_FILENAME | SND_ASYNC);
Take a look: http://msdn.microsoft.com/en-us/library/windows/desktop/dd743680%28v=vs.85%29.aspx
SND_ASYNC The sound is played asynchronously, and PlaySound returns immediately after the sound starts. To interrupt the asynchronous beep, call PlaySound with pszSound set to NULL.