The music is on the CD's, so if you have Cd audio disabled (either in game or in windows) or the speaker muted, it won't play.
As for saving games, that shouldn't be a problem. There is a program to retrieve corrupted saves (I forget the name of it, it was released a long long time ago) but as to why it is crashing or quitting I don't know. Is Windows patched up? No viruses?
You may also want to try toggling "auto play audio cds" in windows, that might fix your music problem if the above fails to solve it.