var p1 = new System.Windows.Media.MediaPlayer();
p1.Open(new System.Uri(@"C:\windows\media\tada.wav"));
p1.Play();

// this sleep is here just so you can distinguish the two sounds playing simultaneously
System.Threading.Thread.Sleep(500);

var p2 = new System.Windows.Media.MediaPlayer();
p2.Open(new System.Uri(@"C:\windows\media\tada.wav"));
p2.Play();