How to play a midi without the WAIT parm???

Look at the following 2 lines of code. They are the same, but for
the WAIT parameter. The wait tells the MCI command to complete
before returning control to the application. I virtually lose control
of the computer if I use the WAIT parm. But, unless I do, the music
doesn't play. I don't know why not?

Ret = mciSendString("play MyTune", 0&, 0, 0)
Ret = mciSendString("play MyTune wait", 0&, 0, 0)