Audio programming on Windows

I want to write a program that will generate sounds and play them.
There's a shitload of APIs etc. What do I use/where do I start?

(I'm going to be writing the program using .NET, so I'll probably have to use P/Invoke.)

http://connect.creativelabs.com/openal/default.aspx
DirectSound on Win32, and since you said .NET, here's a wrapper for you http://www.codeproject.com/KB/audio-video/DirectSound9p1.aspx