SoundPlayer cannot play two sounds at the same time. You're gonna have to do more work:
new System.Threading.Thread(() => {
var c = new System.Windows.Media.MediaPlayer();
c.Open(new System.Uri(@"Path_to\myfile1.wav"));
c.Play();
}).Start();
new System.Threading.Thread(() => {
var c = new System.Windows.Media.MediaPlayer();
c.Open(new System.Uri(@"Path_to\myfile2.wav"));
c.Play();
}).Start();
A not-too-carefully crafted google search would have revealed a number of possible solutions, if you had bothered to try.