"Play music from resource" and "Autoplay from resource" seem to work fine with the first resource for me, but I still get the crash when closing out the temp.exe window.
I managed to get XAudio2 to play sounds OK on Vista - I had to install the latest DirectX runtime though. Can anyone who has had problems getting XAudio2 to play sound try installing that and see if it helps? Also, debugging the layout will report any XAudio2 errors, which would be useful as well.