This program must wait for each play of the file to complete before it can see if the user clicked Stop so there may be a delay in stopping.

Private Sub Form_Load()
    ' Prepare the MCI control for WaveAudio.
    MMControl1.Notify = False
    MMControl1.Wait = True
    MMControl1.Shareable = False
    MMControl1.DeviceType = "WaveAudio"
End Sub

' Open the device and play the sound.
Private Sub cmdPlay_Click()
Dim i As Integer

    If cmdPlay.Caption = "Stop" Then
        ' The user wants to stop.
        cmdPlay.Caption = "Play"
    Else
        ' The user wants to start.
        cmdPlay.Caption = "Stop"
        DoEvents

        ' Set the file name.
        MMControl1.FileName = txtFile.Text

        For i = 1 To 5
            ' Open the MCI device.
            MMControl1.Wait = True
            MMControl1.Command = "Open"

            ' Play the sound.
            MMControl1.Wait = True
            MMControl1.Command = "Play"

            ' Close the device.
            MMControl1.Command = "Close"

            ' See if the user clicked Stop.
            DoEvents
            If cmdPlay.Caption = "Play" Then Exit For
        Next i

        cmdPlay.Caption = "Play"
    End If
End Sub