It should work automatically, as long as the filenames are unchanged. Basically, if an exe is named XXX.exe, the music pack should be XXX_Music.dat. This is not case sensitive (at least under Windows; I'm not sure if this still holds true when playing under Linux via WINE).
If your antivirus (or anything else) "sandboxes" the app, this could possibly cause it to be unable to see the music pack file. However, this would only happen if it completely prevents it from even reading any files at all - if it only protects it from writing them (since it only needs to read the music pack file, not write to it) and/or only protects system files, that shouldn't be an issue. Just out of interest, do you also have issues with music packs for official games or the Lemmings Plus games, or do those ones work fine?