Sound playback from embedded data

[King Mocker]

Hi,
Long time listener, first time caller.

I'm wondering if someone can advise on solution for a problem I'm having.
I am writing a program and would like to make it as a standalone/self-contained .exe, without any extra files being required.

I have been looking at Dav's embedded data routine to embed WAV sound files and play them back.
I have had playback success using the WINMM API method PlaySoundA& but this only works with Windows.
The _SNDPLAY command needs a filehandle to work meaning the file must be loaded creating a filehandle.

I've seen RhoSigmas embed method but this extracts the data to files which are then read back it. I'd like to avoid this if possible.

When I saw Steve's post about MEMFILEs I thought I'd hit the jackpot but alas I didn't, unless I misunderstood it, always a possibility.

So, is what I am asking even possible?
Can embedded data be used as a source for _SNPLAY or _SNDOPEN without actual files being used?
Is there another method for me to consider?

Thanks
KM