To call a DLL from your PDA application requires you do what is reported in
THIS DOCUMENT. There are several steps to perform to make your code suitable for PPC.
HERE you will find an example that shows what needs to be done.
Passing the Filename parameter to the Playsound Function in Winmm.dll is pretty straightforward. Use StdCall conventions and use CString for file name.
Regards,
AlessioD