How do I stop people downloading files from my server?

You have two choices here:

1.) Append '.PHP' to the music files

2.) Use chmod (it's a Unix command) to restrict user access and allow it to be accessed only through the site.

Sorry but many of today's teens in the US see absolutely nothing wrong with stealing music from the Internet rather than buying it, despite knowing full well that such action deprives the artist of the royalties to which he/she is legally entitled and which forms a legitimate part of his/her earnings from his/her music. Music has to be sold in stores or downloaded from legitimate legal sites such as iTunes for the artist to get his/her money.

The amazing thing is it doesn't seem to occur to teens that stealing from people (artists) they claim to admire is actually the height of hypocrisy

Can you manipulate the audio file data using JavaScript? Perhaps scramble the header and make the file unplayable without your JavaScript?

Just shut down your server