So, a lot of people in various threads (e.g. here, here and here) have been complaining about music ON not being saved when playing Twin Dragon. I've managed to create a simple patch that will make sure music stays on. It was just a minor inconvenience, but this patch will save you the hassle of having to go to Options and Sound Options menu every time you start the game.

https://www.dropbox.com/s/lj1t72mq2ddnyc6/Sw.zip?dl=0

Instructions:
_Make a backup of your sw.exe file.
_Replace it with the file from the zip.
_Run Twin Dragon as normal. If you have not enabled music in the Options from the game menu, you'll have to do it first and then close the game. This setting will be saved.

NOTE: This will only work if you have installed the Twin Dragon expansion properly. Provided "as is". I have tested it and it seems to work fine for me, but please remember to back up first so if anything goes wrong you can use the old file instead.

For reference, the following bytes were changed:
0x921b3 to 80
0x921b4 to 3d
0x921ba to 74

Please test and let me know if it works for you.

I'm trying it out now and so far it's working good on Shadow Warrior Classic for Steam.