Detect Wav finished Playing

I am using sndPlaySound to play back wav file. Is there a way to detect if the playback using this API function has finished?

Declaration:

Public Declare Function sndPlaySound Lib "winmm" Alias "sndPlaySoundA" (ByVal lpszSoundName As String, ByVal uFlags As Long) As Long

Use:

sndPlaySound "Filename.wav", 2

That wont continue until the wav has finished playing.