windows mellinium&98 &multi sound output

hi, can i make sound out put to be more than one wav,mp3 …ect file…. meaning for example running “WINAMP” and playing a movie file in ” WINDOWS MEADIA PLAYER” as an example.. in windows mellinium ” O K .” but in windows 98 ” R E F U S E D ” WHY?… DOES ANY ONE KNOWS WHY … PLEASE INFORM ME