use GC-tools 1.2
extract the .adp files from your game in a folder with the emulator (if it has it)
It "might" work with that but if not then additionaly do this
get the cube2wave file (which might be on this site)
http://www.din.or.jp/~ch3/index_e.html
then convert the .adp files to wave
start emulator and run game
if sound still doesn't work then press on the wave file to make it load on window media player.
After you do this the emulator will keep having music without any help from windows media player.
Also the sound might slow down your emulator. The wave files take up more space if you put it on best quality. And just the music will work and not the sound FX.