There's some musics that I like in the game, is there a way to retrive them easily ?
Could GOG team add them as download ?

Well, gog adding the soundtrack to the extras would be great indeed.
Meanwhile, an easy way to retrieve the tracks you say ? Yep, i guess.
You need a tool called ToWav. The tool it's not that easy to find, so to make things easyer i uploaded it to mediafire. link
-create a folder somewhere and name it whatever you want (i named mine twsoundtrack)
-Download the file i linked above. Unzip the contents of that file to the folder you created
There are 3 files inside:
-Info.txt - a list of supported games
-towav.exe - the tool
-ConvAll.bat - this is the one you'll use, it makes things real easy since you don't have to mess around with the command line to run the tool
-Copy the file Music.xwb from the ".../two worlds/XACT/win" folder to the same folder you extracted the tool to.
-Finally double click the ConvAll.bat file.
That's it. A dos window will pop up and the 38 .wav tracks will be extracted to that same folder.
Issues
-The extracted files will all be named 1 Music.wav, 2 Music .wav, etc.
-WMP seems to have some problems playing some of the .wav tracks. Itunes plays them all without any issues, probably other players play them fine too.
-The 38 .wav tracks are around 1GB, so definitely consider converting them. I converted them with itunes (160kb mp3) and the size came down to around 120 MB
Oh, the menu song, Play the Game by Ambermoon, it's track #37

Wow, that worked perfectly. Thanks. :)

You're welcome ;)

The link for the TOWAV software does not appear to work, is there anywhere else the program can be found ?

The link is working fine. Try again and if you still can't download it let me know and we'll figure something out

Yep, the link is working now, and now I'm the proud owner of the Two Worlds Soundtrack ;)

Awesome ;)

Thanks a lot for this! :)

You're welcome. I'm glad the Dwarf King is pleased ;)