How to embed mp3 into .exe file & Play it?

I am used to embed WAV into .exe and Play it using PlaySound(). However, using this method causes the .exe to become pretty big.

Is it possible to do the same with MP3 files and how to do it?

I have taken a look at DirectShow but it seems to be able to play from file开发者_高级运维s only?

I am developing for Windows Mobile 6 Series

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You can try to save the mp3 as mp3 with RIFF-WAV header and embed the file in resources. I did not check windows-mobile and a file stored in resources but on Windows XP and separate file the PlaySound of such RIFF-WAV MP3 file works.