Here's how to get music working:
- Install DirectX 9 Legacy (Feb 2010)
- Set the following DLLs to native: dmband.dll, dmcompos.dll, dmime.dll, dmloader.dll, dmscript.dll, dmstyle.dll, dmsynth.dll, dmusic.dll, dmusic32.dll, dsound.dll, dswave.dll, dxdiag.exe
Should be working now. Btw, this will cause the game to crash on exit. But who cares? ;)