Read the docs.
Quote:
Details On the PC, different formats of music can play simultaneously. This means that a program might use a MIDI file as a background soundtrack and then use WAVE files for individual sound effects. The sound effects would not interfere with the background music. Playing a second music file with the same format as an already playing piece immediately halts the first piece and starts the second. This can be used to stop a single type of music by playing a short silent piece of music.
In other words. Turing sucks. To get around it, use a different filetype for SFX and BGM. Eg: Mp3 for BGM and Wav for SFX.