Don't use the media element to do what you are trying to do. It is to buggy for sound effects. It is meant more for user interaction media.
Instead, do the following (you can the full article here)
using Microsoft.Xna.Framework.Audio;
using Microsoft.Xna.Framework.Media;
using Microsoft.Xna.Framework;
static Stream stream1 = TitleContainer.OpenStream("soundeffect.wav");
static SoundEffect sfx = SoundEffect.FromStream(stream1);
static SoundEffectInstance soundEffect = sfx.CreateInstance();
Now just invoke play sound from your loaded method
public void playSound(){
FrameworkDispatcher.Update();
soundEffect.Play();
}