The question, it seems, is being misinterpreted; he's downloading games and the music isn't working in them. Might not be the case, but they way he worded his post makes it seem that way.
Perhaps you accidentally turned off or muted the MIDI channel? Seeing as most games on MFGG use MIDIs, this seems like the most likely explanation to me.
Try downloading a midi from
VGMusic and see if it works. If not, head into the control panel, open up Sounds and Audio Devices, select Audio, and check the volume and device of your MIDI channel.
If it works, I'm not sure what to say, then. Perhaps you could try unzipping the file if you're not?