I've never heard the Oh No! music, I guess I'm missing out...
No more missing out! I posted all 6 ONML music from the DOS version of the game on my site. Use the URL
http://www.geocities.com/guestlevels/lemmings/onml_X.mp3where "X" is 1 thru 6.
Beware that these MP3s are relatively large (on the order of a 1 MB, with the 5th one exceeding 2 MB ), so downloading will take some time if you're on a modem. Worse, Yahoo puts a severe limit on the bandwidth, so if you try to download all 6 at once it will probably shut down my site and don't let you download again until an hour later. In fact I just hit the limit while trying to test my uploads so you'll have to wait for an hour from now before you can even start downloading them. X_X Oops.
(The DOS version's music is probably not the best quality, but it's the only version available to me for now.)