I havn't played the game myself, but generally you can find the music in the directory files of the game. Im sure it will be available for download on the internet somwhere as well. Junior.
If you are running a wide variety of media codecs it isn't a bad idea to get yourself a codec pack, I personally use VLC and K-Lite. If you don't already have one. Junior.
Is your PSP in USB mode? If it is on, then maybe you should delete your USB controller and reinstall it. And failing them both you could use tweakUI and simply add the drive to your computer manually. Hope some of that helps. Junior.