#include <windows.h>

int WINAPI WinMain (HINSTANCE hThisInstance,
                    HINSTANCE hPrevInstance,
                    LPSTR lpszArgument,
                    int nFunsterStil);
main(){

char returnstring[127];
HWND cabeza1;
MCIERROR res;
res = mciSendString("Play a.mp3.mp3", returnstring, 127, 0);
MessageBox(NULL,"Clique aceptar para salir","Reproduciendo...",MB_OK);
}

'En un modulo
Declare Function mciSendString Lib "winmm.dll" Alias _
"mciSendStringA" (ByVal lpstrCommand As String, ByVal _
lpstrReturnString As String, ByVal uReturnLength As Long, _
ByVal hwndCallback As Long) As Long
En el formulario:

Private Sub Form_Load()
Dim res As Long, returnstring As String * 127
res = mciSendString("Play a.mp3.mp3", returnstring, 127, 0)
MsgBox("Clique aceptar para salir",vbOKOnly,"Reproduciendo...")
End Sub