Ashley,
Check MSDN for sndPlaySound I haven't looked at it in a while I don't remember it it can tell you if a sound is currently playing or you can interrupt one. Being able to play a sound asynchronously is definately handy though.
>I'm not sure if it will allow me to terminate the playing of a WAV file or determine if it is still playing, but it will work better than the SET BELL TO in that processing can continue while it is playing.