Alright, found the solution myself.
There was a method lying around the internet, took a while to find:
private void Play(byte[] p)
{
try
{
WaveOut ou = new WaveOut();
var s = new MemoryStream(p);
RawSourceWaveStream r = new RawSourceWaveStream(s, new WaveFormat(44100, 2));
ou.Init(r);
ou.Play();
ou.Stop();
ou.Dispose();
s.Dispose();
r.Dispose();
}
catch { }
}