After the clean compile I hit F5 to run my app and sure enough my wave files are refusing to load. Luckily I've had enough wasted hours debugging stuff that I now put in a lot of error logging in my debug builds so I can figure things out quickly. Ends up since I was trying to using the DirectSound object on a different thread than it was created I had to do a CoCreate to get access to the com object. Now it didn't take me too long to figure this out, maybe 10 minutes. What did take me forever was figuring out why my compiler couldn't find CoInitializeEx() even with all the proper headers included. 35 minutes of google searches later lets me know that I need a stupid #define _WIN32_DCOM to get things compiling. Of course I couldn't find that in the SDK docs.
So a quick 30 task turns into a 75 minute grind thanks to multi-threading. Alas we can't just take the good without the bad.