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

MAYBE you could move your speakers opposite the commode in the bathroom.
then you could concentrate properly...
But seriously, i have recently chosen folk and popular music instead of Mozart and Coltrane just for a change. I admit to having a Faith Hill CD and Madonna (Ray of Light, OK?) and a few other pieces that are not too intellectually challenging. But Faith has a lovely voice, and the arrangements are tastefully done, etc. It ain't Ella or Billy but i enjoyed the @#$&$#@ out of it the other day.
Now i am going through all of my Allison Krause cd's. I picked up Heart Like a Wheel the other day, too.
The new Chick Correa album is good IMO- Vigil. Ignore the cover, though.
Acoustic and electric material combined together.
Lot's of good music out there you haven't heard yet. Some old, some new.
Books are a good means of getting connected- you (we) don't have to read the most erudite stuff to "be well read". But there isn't a movie made that has equaled the book it was based on...

Maybe you should take a look at this thread,

Do you indulge when listening to your rig?