Yeah, like Fader said, it could be somethin as simple as the sound being turned down. If you open up the back there's a little board with some dials directly to the left of the monitor. The volume knob is the one on the far left. There is also a volume control for the digital/analog sound mix on the PCB. If you're getting just walk, jump, and stomp, but no music, then you probably just need to adjust that dial.
Check the manual for this stuff, you can find it online.