How do you know you are connected? Can you browse the web normally in a browser? As for the music thing, if you use a recent version of Ubuntu (I only recently switched from fedora so I don't know much about anything before 10.4) open a terminal and type "sudo apt-get install ubuntu-restricted-extras" minus the quotation " " marks. This installs a lot of non-free dependencies for playing various music and video formats as well as lots of other things (flash, jre java).