*nods* So you've installed the v1.23 patch, right? *just checking*

Remember to include the file-extension in your level properties dialog. For standard files, such as *.j2l and *.j2b this isn't necessary. Yet for custom files this is mandatory, so include *.s3m, *.mod, whatever.
And if you've also done that, and things still don't work, keep in mind that the music engine used by JJ2 isn't the greatest out there. Some files it just won't play.

Anyways, you could also give a link to the music file so that others may check it out for you.

Cheers!