Before posting about an issue check the forum to see if this issue has been raised before and a solution found, also please read this topic.
This is probably one of the most common issues with Music Maker and is usually resolved by setting your audio in the programs settings to use the correct driver for you PC, the options tab is shown below.
Note: if you intend to use a MIDI keyboard to control the instruments in the program, then you may need to install ASIO4All to reduce latency and change the above settings appropriately.