It seems that sorry to say, one of the files we will need is gm.dls
well, on the other hand I do know what steps would have to be done in winecfg to get directsound and directmusic working, as soon as a replacement for the file I listed above exists and is downloadable, send me a link and I will tell you how to get it working.
update: I will check to see if this package works: http://www.codeweavers.com/compatibility/browse/name/?app_id=8860 and if it does then expect to see how to get music in your app and expect my advocation to both rpg maker xp and vx