MCI(Media Control Interface) is windows sound engine, Hence Windows Media Player controls are just wrappers for the MCI API's therefore is the same engine, BASS doesn't use this from what I understand, And no one was telling you use BASS it was a suggestion to check it out if you haven't already, You don't need external dlls, there are sources around for loading "embedded" dlls straight into memory without ever touching the HD. Once again no one is telling you use anything, just suggestions and throwing ideas around.... Good luck

btw
.net implementation of BASS sucks lol, if you used that to play XM files you need to find alot smaller alternative, there are heaps of smaller implementation to play XM files around... even for .net