There are a few reasons why this might happen.

First of all, perhaps you have an old version of QuickTime. QuickTime 2.0 or later is required. (To find what version you have, open your System Folder, then your Extensions folder, click once on "QuickTime", then choose "Get Info" from the File menu.) If you have an older version, visit quicktime.apple.com for a free upgrade to the latest version.

If that isn't the problem, Holiday Lights is having trouble locating the "Music Files" folder. This folder should be named "Music Files" and should be inside the same folder as the Holiday Lights application. You'll have trouble if:

• You've moved the Holiday Lights application out of the Holiday Lights folder. If you did this, put it back.

• The "Music Files" folder has been renamed. Change the name back to "Music Files" or run the Holiday Lights installer again.

• The "Music Files" folder has been moved outside the Holiday Lights folder. Move it back, or run the Holiday Lights installer again.

If this doesn't help, run the Holiday Lights installer again. This should solve the problem, no matter what the cause.

 
See also:
How can I add more memory to Holiday Lights?
I've downloaded a MIDI file from a Web site, but it won't play.
Why does the music sound staticy, skip, or slow down?