How does one "Get lost in the music"?

Your life is too busy grasshopper, You need to spend more time doing less.
What you want is some altered state of consciousness, It is not easy to attain with a busy mind.
I would say forget it until you retire, then you can be one with the music

If you still want to do something about it now..
First: cut the TV cord. NO TV.
Then when you are driving, no music, no phone.. just drive.
Do not go to news on the internet. Forget Yahoo, Google, BBC, NBC etc... No news at all. No newspapers.. no radio.(If your coworkers wonder why you havent heard about ' whatever' then you know you did a good job.
When you find yourself alone, even for a few seconds. do not start rummaging around in your mind for some trivia to pass the time. Instead just sit there and watch yourself breath. that's it.
Stop all multi tasking. Do what you are doing, and that is all. Concentrate on the task at hand, even if it is sitting on the toilet.

After a time you will be able to pay attention to the music.

This is a common problem for audiophiles. We focus so much on the sound of our systems that we stop listening to the music. Pick out some crappy sounding cd's and listen all the way through. Keep doing that until you start getting some enjoyment from them. Following Elizabeths suggestions you might want to try meditation. iT WILL HELP YOU RELAX YOUR MIND
aLAN