I was told to avoid music with words during certain chi kung training. The reasons were pretty esoteric (and the only thing in all my training I've ever been told to keep quiet on the specifics of)
Music will only adversly affect your training if you can't control your senses - specifically your hearing. If your mind insists on grasping after the sound then the music is getting in the way. Some teachers think it can be useful - it affects the mood, the emotions, and some people get into some esoteric stuff about vibration.
When I listen to music it's either in class or when doing chi kung. It's always the kind of atmospheric "new age" rubbish I'd run a long way to avoid normally but it works really well for training. Current favourate is ke le ma la by "antion" -
www.antion.info (not that I've ever been interested enough to visit the site)
A few years ago we visited a trappist monastry in Slovenia. The monastry was not open to visitors but you could walk around the public chapel, next door to the church where the monks gathered for chanting (the only time most were permitted to speak). We were the only visitors. When the chanting started it was amazing - I suddenly understood why every crappy "ambient" cd was ever bought - even though they can never capture that sound or feeling. If I had my choice I'd train in that chapel listening to those monks.