OK :-)

The code in my first post only seems to work when MediaPlayer.Play is called in formActivate, this means that the track will start playing when the form is activated. It does not work in the button's onClick event. This was not what I wanted so I consulted our good friend Google and implimented the following:

Set AutoRewind to true.

Have a global variable - Loop : boolean;

Then in the MediaPlayer.OnNotify the following:

Code:
procedure TFormGame.MediaPlayerNotify(Sender: TObject);
begin
if (MediaPlayer.NotifyValue = nvSuccessful) and (Loop=true) then
begin
  MediaPlayer.Play;
  MediaPlayer.Notify := true;
end;
Then if you have two buttons for stop and play like me:

Code:
procedure TFormGame.ColorButtonPlayClick(Sender: TObject);
begin
  Loop := true;
  MediaPlayer.Play;
  MediaPlayer.Notify := true;
end;

procedure TFormGame.ColorButtonStop(Sender: TObject);
begin
  Loop := false;
  MediaPlayer.Stop;
  MediaPlayer.Notify := true;
end;
It works, the track auto repeats once it's finished :-) So it has nothing to do with DelphiX :twisted:

Maybe this will be helpfull to someone else :idea: