You need to boot directly from the Music X disk rather than the Workbench disk. That is use kickstart then the Music-X disk. The Music-X disk has it's own workbench stuff, you don't need the Workbench disk to use it.
Hope this helps.
EDIT:
I should probably expand on this explaination. Basically because you aren't booting from the Music X disk the system is not aware of the fonts in the Music X fonts drawer, it is searching in the Workbench fonts drawer for them.
