That patch is fine, but I'll just make this easy for ya:
those are the files you'll need to use any script mod, drop the contents of the folder in your main gta 4 folder (in program files). You don't really need the trainer.ini and trainer.asi files so you can leave those if you don't want it, just make sure you install the rest.
If you did indeed place your music files in the right folder all I can think of is the format, are the files you used mp3's? or some other format? Did you make sure there's nothing else in there too? Has to be loose mp3 files.. nothing else