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using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;
using System.Media;//Make sure you have this.

namespace WindowsApplication1
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
        }

        private void Form1_Load(object sender, EventArgs e)
        {
            SoundPlayer player = new SoundPlayer();
            string path = "C:\\windows\\media\\ding.wav"; 
            player.SoundLocation = path; //Set the path
            player.Play(); //play it
        }
    }
}
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