On the very first screen / tab (Setup), it says "All sequences and media files must be in this directory" and then shows the directory below.
Please verify that that directory is correct and that your files (exactly as named) are in the directory (being in a folder in that directory does not count).
That is the most common failure cause.
Second is probably Music file format. What format (WAV, MP3, etc. are your music files?)
A Screen Shot of your Setup screen might help.