using System.Media;
// the following function can be appropriately inserted in a class
void PlayAudio (string path)
{
SoundPlayer Mplayer=new SoundPlayer ();
Mplayer.SoundLocation=path;
Mplayer.Play();
}

//play Audio file(Wav)on form load

Private Void Form_Load(object sender,EventArgs e)
{
PlayAudio("c:\\sample.wav");
}