About the music issue this is an excerpt right from the FAQ:

"If you want music, things get complicated. You'll need to link to libmodplug - unfortunately, this is only available for Linux. And even that will have to be modified slightly - lines 376 and 409 in sndmix.cpp should not be commented out.
Modplug.dll is supplied with OpenJazz for use in Windows, but special linker files are required under windows. The OpenJazz source release comes supplied with the file you can use with gcc (mingw32), but if you want to use another compiler you will have to create your own using the libmodplug source code, which can be obtained via this link. "

http://treacle.hewwo.com/jazz/oj/faq.html