Apply patches if u havent already. To change controls left click once on any of the 3 boxes then press the key u want to assign it to, note that the key must not be already bind to something else. Easiest way is to clear all the keybinds.
As for the music, make sure it is turned on in the sound settings. Failing that check ure cd-rom settings,souncard settings,cable correctly connected betw the two,etcetc because the music is actually cd-audio and played from the cd iirc.