Playing sounds

In a game I want to play different sounds (MP3) while the game plays. I load the MP3’s in a sound object and have them played ( But there is a annoying lag while playing the sounds. I thought that reading the sound into a sound object fetches the sound from disk and reads it in memory. But the first time the game halts for about a second and every other time the sound is played it is about 0.5 second. Annoying.

Should I place this in a separate thread or convert them to .wav or… ?

I found out that wav files play almost instantaneously