Erm, a little more info?
Like, one assumes you mean FO2, but assumptions are generally bad, so being specific helps.
What version / patches / mods have you got in there?
Off the top, without any more to go on, the only things I could suggest would be to check the music slider in the options panel, and if that's not it, see what the config file lists in the [sound] section for music paths.
Should be along the lines of:
music_path1=X:\<Install>\Fallout2\data\sound\music\
music_path2=X:\data\sound\music\
(Where X is the drive and <Install> is probably something like "Program Files", but could be anything if you installed it somewhere else.)
That's all I can think of at the moment, unless you've got some fruity proprietary POS sound card and/or out of date drivers and it's just your system being bitchy, which is of course, always possible too.
-Wraith