I had a 486DX - if I wanted to play an MP3, I had to exit out of everything and run only the DOS player.
> MP3PC.EXE (73,483 bytes): Got no sound card? MP3PC plays MP3 files through your PC speaker! For some reason I like to make programs work through the PC speaker. Some people still don't know that it's possible to play real sounds through it. Unfortunately, you must run this in pure DOS mode for it to work.
His Utilities page can be found at: http://advsys.net/ken/utils.htm
My next computer after the dx4 was a Pentium 166 MHZ - it could play mp3's and Quake simultaneously.