My opinion is this: absolutely not.
For what purpose is there to put music in an installer? None. If I want to listen to music, then I will listen to music, I do not need it from an installer, and even if it was the best song ever created, or matched the atmosphere of the game being installed, I would still find it highly annoying.
If you do opt to do this for some unknown reason, and insist on it, make sure that the music is OFF by default, and I would not even have dialog asking if someone wants it. Just have a button in the corner or something that reads "Music ON", that way if someone REALLY wants to listen to some unknown music for 10 seconds while a program installs, they at least have the option to adjust their speakers, pause actual music they might be listening to already, or whatever else they may want.