Using different audio file type is a good workaround to dll, I believe you can check 'fmod.dll' to accomplish what you want to do though.
As far as fps is concerned, there are a huge number of tricks you can use to speed up the processing and the display of your game.
What is sure is that displaying 9 sprites for 9 ennemies + one sprite for your character + 5-6 bombs for a total of less than 20 sprite can run at 60 fps very easily even on not so great machine. The main trick being to not use while loop but to /tokenize a list of items and use $*.
Feel free to stop by the channel in my signature to talk about this.
Implementing multiple player shouldn't add a new loop to your code anyway and shouldn't make it slower, the only problem is fighting the lag!