Does the other sound effects play? If no sound effects play you may want to verify that the plugin is set up properly and everything.
If the game uses CDDA music, if the game wasn't ripped properly it may not play.
Also, system specs? Plugins used?
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♫ From the outside, we all look like robots who've been programmed to ignore all our thoughts, until one day - he feels the remedy, with our eyes closed, we all begin to see. ♫