Microsoft DirectX Developer FAQ
Sound Server Programming
This article explains how to write a application that automatically streams sound data to the sound card, using either WaveOut() or DirectSound. The streaming is done in a separate thread so it can easily work in parallel with your normal code.
March 2002 - Frederic My
This article describes how to create a simple MP3 player with DirectShow.
3D Sound with DirectX Audio
Feb 2003 - Toby Murray
A good overview on how to play 3D sound with DX8.
Using Ogg Vorbis with DirectSound 8
2003 - Ben Kucenski
This C++ code with explanation, as the title suggests, shows how to play ogg vorbis files using DirectSound 8.
MSDN Online DirectX Delevoper Center