Thanks hans and nologgie for your replies!
It works now, but it's weird.
I took the easy way out and deleted the DSN folder and replaced it with the backup that I did before I changed the music (wise decision).
Then I tried changing the music for an empty test design, this time without using DOSBox. I chose the treasure music instead of the overture (but the same *.xmi file), and voilá, it worked!
That means the *.xmi is working.
Then I tried the same with "The Sect"... fail. The identical error.
Then I tried to change the treasure music instead of the overture... fail. All music and sound effects went mute.
Then I tried the same thing again, and this time it worked with the treasure music, for whatever reason, but not with the overture.
Then I changed the treasure music again, and renamed the overture RODQ1.XMI and copied it into the game folder, and now it works fine!
I don't know why, but it works, so I can just rename the files now and copy them over the other files.
Another thing is, the overture sounds nice with soundblaster (roland?) for music, but crappy with AdLib (the melody is too quiet, most of the time only the piano chords are heard).
But I guess everybody plays this with soundblaster sound, am I right?