Try this:

Put this in your script before loading the levels:
Code:

---

SOUND* Level01Snd = "Level1.mp3";
SOUND* Level02Snd = "Level2.mp3";

---

And change your Level load function to this:
Code:

---

//Level 1
level_load("Level01.wmb");
snd_loop(Level01Snd, 100, 0); 

//Level 2
level_load("Level02.wmb");
snd_loop(Level02Snd, 100, 0); 

---

and so on