What was the exact error? That doesn't sound like a SDK problem at all, more a problem with your resource file.

Ive never used DirectX or anything similar to it before this is my first time (complete beginner!)

what i really need is some clear tutorials that will teach me how to make a simple sound play once and then stop with each part of the tutorial and the function used gven a brief explanation on whats going on.

Usually tutorials look like this:

You must first apply the JIBJABJUB( LPSTRC ch , BLA bla ) function before you can do such and such

code -
//Ton of code which i have completely no idea what any of its doing!
//.........
code -

....


EDIT: @evil steve - Yes that was the error and yes there is something wrong with my resource.h file

[resource.h code]
#define SND_BOUNCE 101

[resource.rc code]
#include "resource.h"
SND_BOUNCE WAV "bounce.wav"