The NXT seems a bit fast on skipping these commands after a command or function.

Is there a specified time to wait before playing a soundfile?

It does work if I step trough the program not to fast.

You can only queue up to 10 sound "actions". ROBOTC does not delay while the sound actually plays. So if you "issue" a lot of sound actions then you'll get some dropped if you exceed the queue size.

There are variables you can read to determine whether there is space in the queue and whether any sound is active.