int WINAPI WinMain(...) {
//Window created here
CoInitialize(NULL);
initDS();
...
//End of program
unloadDS();
CoUnitialize();
}

//DX globals
IDirectMusicLoader8* dsLoader=NULL;
IDirectMusicPerformance8* dsPerformance=NULL;
string DGI_DSPath="";

bool initDS() { //Initialize DirectMusic
 HRESULT hRes;
 hRes=CoCreateInstance(CLSID_DirectMusicLoader, NULL, CLSCTX_INPROC, IID_IDirectMusicLoader8, (void**)&dsLoader);
 if (FAILED(hRes)) return DGI_Error("DS COM Loader",hRes);
 hRes=CoCreateInstance(CLSID_DirectMusicPerformance, NULL, CLSCTX_INPROC, IID_IDirectMusicPerformance8, (void**)&dsPerformance);
 if (FAILED(hRes)) return DGI_Error("DS COM Performance",hRes);
 hRes=dsPerformance->InitAudio( 
  NULL,                  // IDirectMusic interface not needed.
  NULL,                  // IDirectSound interface not needed.
  hwnd,                  // Window handle.
  DMUS_APATH_SHARED_STEREOPLUSREVERB,  // Default audiopath type.
  64,                    // Number of performance channels.
  DMUS_AUDIOF_ALL,       // Features on synthesizer.
  NULL                   // Audio parameters; use defaults.
 );
 if (FAILED(hRes)) return DGI_Error("DS Performance InitAudio",hRes);
 //Start search path
 if (DGI_DSPath.length()==0) DGI_DSPath=get_current_dir(); //Get current directory
 hRes=dsLoader->SetSearchDirectory( 
  GUID_DirectMusicAllTypes,   // Types of files sought.
  string_unicode(DGI_DSPath), //Path for searching (convert to unicoe)
  false // Don't clear object data.
 );
 if (FAILED(hRes)) return DGI_Error("DS Loader SSD",hRes);

 return true;
}

bool unloadDS() { //Unload DirectSound
 //Stop all sounds
 if (dsPerformance!=NULL) {
  dsPerformance->Stop(NULL,NULL,0,0);
  dsPerformance->CloseDown();
  DXDELETE(dsPerformance);
  dsPerformance=NULL;
 }
 if (dsLoader!=NULL) {
  DXDELETE(dsLoader);
  dsLoader=NULL;
 }
 return false; //This is for errors
}