You will not get the customization option on special folders, Microsoft disables them. If you check, you won't have that option on the My Documents folder either.
If what you are wanting is for it to be viewed as a filmstrip, you can use the view option in Explorer to set the view for that folder as a filmstrip.
As for the music tasks being shown, I have no idea why, but you might can use Tweakui to reassign the folder.
http://www.microsoft.com/windowsxp/pro/downloads/powertoys.asp
Once you get the copy and have installed it, start the program and go to the My Computer section and open up the special folders section.
Find the My Pictures section and change it to another folder. Logoff.
After you log back on, go back and change the My Pictures back to the original location.
You may have to reassign the My Music folder also. It is possible that windows thinks that the My Pictures folder is also the My Music folder, so that may be why you are getting the Music tasks.