Actually, while trying to put together a little GTK# app to test out this type of idea, I found that NAudio actually does not work on anything but Windows.
I figured this out because my app was crashing with DllNotFoundExceptions and then I googled "naudio linux" (my primary dev env is Linux. I hate Windows) and found that almost all of NAudio is reliant on Windows APIs.
I'm not giving up though. I will find a cross-platform audio lib that can do multiple songs at once with crossfading. I'll post it here when I'm done. Not only to help @T_F_G out but because this is a feature I really want for my game as well and I would like to have Linux compatibility in my game given that our entire programming team runs some form of Linux.
Edit: Just found CSCore. It's a lot like NAudio, but it has support for Mac OS, and they're apparently working on Linux support. We'll see what the future holds...