In practise I do not feel that it would work, for the following reasons:
*The ones mentioned above by
KatieFrank
*"Soothing" [mainly classical, but not always] music could remind many members of unpleasant situations, such as being in the doctor's waiting room, or being in a lift [not pleasant for people with claustrophobia!] or being put on hold.
As such, I think that the benefits to something such as this would vastly be outweighed by the disadvantages, and that Media Player/iTunes is probably your best bet.