Sound Recorder and TMediaPlayer.....

I was wondering if in TMediaPlayer, there is an option to Insert a wav file
at a certain point .... Like in Sound Recorder how you go Edit > Insert
I was looking in help and it didn't mention anything about it.

If there is not a way to do it with TMediaPlayer, could someone please point
me out to a Component that does that and maybe the other options of Sound

Thanks in Advance