Toni_71: I realize this is an old topic, but figured this might still be of use to someone.
After trying without any success whatsoever everything I could find about getting music to work, I made the discovery that with the OGG files in the \music folder, music WAS working so long as you did not "Load Game" (That is, the game is launched, but you go no further than the main menu -> options screen).
Therefore I checked all my settings (specifically the -nocd parameter), launched the game and began a fresh campaign with those settings and music was working perfectly.
Apparently, loading a game that was saved that expects to be using CD audio will cancel out the -nocd switch, so to get it working just be sure to start a fresh campaign in addition to the other tips above.