Don't know about The Music, but the Kings of Leon CD opens up it's own unique player on my PC. It takes a good 20-30 seconds before you see/ hear anything... (but boy is it worth the wait - brilliant music!). Are The Music on the same label (or any part of BMG) in which case you could look at this
http://www.bmgcopycontrol.com/uk-ireland/index.htm
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which includes some background and email addresses if you have trouble playing the CD. Note also the KOL CD won't play on a Mac so perhaps you should doublecheck to make sure you're actually on a PC!