I FINALLY got the map to export - I think it was because my version of the game was outdated. So now that is all in order, I'm not sure what's wrong.
It exported my 3 map.fho, map.fhm, and map.fhs files, which are all in Exports. When I test my map all the objects show up, but the music attached to those objects do not work. I thought I wouldn't have to include the music files -cough-pirating-cough. Is that what I have to do, or am I doing something else wrong?
Edit: Just to clarify, I put all of my object files into a new map category. I also used separate material files for each different object/song...