Alright, works now! I am so embarrassed, I had the layout set to the wrong event sheet! I'm going to have to re-register and change my name I'm so ashamed! If anyone needs help playing sounds, let me explain what I have learned:
Let's assume you want the sound at layout start. Make sure to have the sound file in the same directory as .cap file for ease of use, otherwise you music specify the directory!
1. Right click-> Insert the Audio Object Direct Sound into the layout (it will not be visible)
2. Several play options:
2a. Start of Layout-> Direct Sound/ Play music "filename.mid" (Works with Midi)
2b. Start of Layout-> Direct Sound/ Load File "filename.wav" (you can edit which channel, but it is okay to leave at channel 0)
Play Direct Sound Channel 0 (or you can specify another channel)
2c. Start of Layout-> Direct Sound/ Autoplay "filename.wav"
This may be trivial to some but if you don't know what you're doing then all power to ya!
Hope this helps someone! Rich, Instance, Ashley, thank you all so much!