EDIT: FIXED! See below post.
Gah.
Whenever I start up the game, it crashes with this error:
C:zMusic_DM.cpp(zCMusicSys_DirectMusic::Init()
) Failed to create loader object!
I am using an nForce4 Asus motherboard with an inbuilt Realtek codec (uggh :P) sound card.
Anyone have a solution?

Here's the audio information from my dxdiag:
------------
DxDiag Notes
------------
DirectX Files Tab: No problems found.
Display Tab 1: No problems found.
Sound Tab 1: No problems found.
Sound Tab 2: No problems found.
Sound Tab 3: No problems found.
Music Tab: DirectMusic test results: Failure at step 2 (Creating the IDirectMusicLoader object): HRESULT = 0x80040154 (Class not registered)
Input Tab: No problems found.
Network Tab: No problems found.
-------------
Sound Devices
-------------
Description: NVIDIA(R) nForce(TM) Audio
Default Sound Playback: Yes
Default Voice Playback: Yes
Hardware ID: NFORCE_VAD
Manufacturer ID: 1
Product ID: 100
Type: WDM
Driver Name: nvapu.sys
Driver Version: 6.14.0465.0000 (English)
Driver Attributes: Final Retail
WHQL Logo'd: n/a
Date and Size: 7/26/2005 06:01:56, 415360 bytes
Other Files:
Driver Provider: NVIDIA Corporation
HW Accel Level: Full
Cap Flags: 0x0
Min/Max Sample Rate: 0, 0
Static/Strm HW Mix Bufs: 0, 0
Static/Strm HW 3D Bufs: 0, 0
HW Memory: 0
Voice Management: No
EAX(tm) 2.0 Listen/Src: Yes, Yes
I3DL2(tm) Listen/Src: Yes, Yes
Sensaura(tm) ZoomFX(tm): No
Registry: OK
Sound Test Result: Not run
-----------
DirectMusic
-----------
DLS Path: C:\WINDOWS\SYSTEM32\drivers\GM.DLS
DLS Version: 1.00.0016.0002
Acceleration: n/a
Ports: Microsoft Synthesizer, Software (Not Kernel Mode), Output, DLS, Internal, Default Port
MPU-401, Hardware (Kernel Mode), Input, No DLS, External
MPU-401, Hardware (Kernel Mode), Output, No DLS, External
NVIDIA(R) nForce(TM) Audio, Software (Kernel Mode), Output, DLS, Internal
Bluetooth AV Audio, Software (Kernel Mode), Output, DLS, Internal
Bluetooth SCO Audio, Software (Kernel Mode), Output, DLS, Internal
Microsoft MIDI Mapper [Emulated], Hardware (Not Kernel Mode), Output, No DLS, Internal
Microsoft GS Wavetable SW Synth [Emulated], Hardware (Not Kernel Mode), Output, No DLS, Internal
MPU-401 [Emulated], Hardware (Not Kernel Mode), Output, No DLS, External
MPU-401 [Emulated], Hardware (Not Kernel Mode), Input, No DLS, External
Registry: OK
Test Result: Failure at step 2 (Creating the IDirectMusicLoader object): HRESULT = 0x80040154 (Class not registered)
Audio Renderers:
NVIDIA(R) nForce(TM) Audio,0x00200000,1,0,quartz.dll,6.05.2600.2180
CyberLink Audio Renderer (PDVD8),0x00200000,1,0,cladr.ax,6.00.0000.5222
Bluetooth AV Audio,0x00200000,1,0,quartz.dll,6.05.2600.2180
Bluetooth SCO Audio,0x00200000,1,0,quartz.dll,6.05.2600.2180
Default DirectSound Device,0x00800000,1,0,quartz.dll,6.05.2600.2180
Default WaveOut Device,0x00200000,1,0,quartz.dll,6.05.2600.2180
DirectSound: Bluetooth AV Audio,0x00200000,1,0,quartz.dll,6.05.2600.2180
DirectSound: Bluetooth SCO Audio,0x00200000,1,0,quartz.dll,6.05.2600.2180
DirectSound: NVIDIA(R) nForce(TM) Audio,0x00200000,1,0,quartz.dll,6.05.2600.2180
I fixed it by manually re-registering all the DirectMusic DLLs in C:\Windows\System32.
(Start>Run>"Regsvr32 dmxxxx.dll").
I hope this helps anyone else having the same problem.

Running the DirectX End-User Runtime Web Installer would probably get the same outcome as it checks the status of your DirectX installation; it also installs additional compatibility files which can help with some games.

That was the first thing I tried - it didn't work.
Thanks for the advice though (as you can see, I fixed it myself).

I'm having this problem with gothic 2 except I'm using Win7 64-bit. I tried the solution mentioned and it gives an error message. I tried doing each dll manually and it said successful for some however it did not fix the problem. Does anyone have any ideas?

In case it helps anyone else I found what was causing the problem on my system. Turns out the registry cleaner I have has been deleting some entries related to directsound. It was causing problems for Gothic II and the much newer recettear. After cleaning the registry both stopped working. A rollback to a registry back of just before the scan saw them both working again.

Mine still has the problem after re-registering the .dlls

That's the reason one should never use a registry cleaner - too broad of a knife.