Looks like HTC may have a little problem on their hands. We've heard numerous complaints that the Music player in Mango is crashing for people. Its an odd claim seeing as we've had no issues with ours whatsoever (Focus, Dell Venue Pro) though in fairness, we've neglected our HTC phones.
Turns out, at least HD7 users are complaining of such crashes and the culprit many believe is the optional Sound Enhancer app (which went Mango recently). Now, HTC has pulled the app from the Marketplace (verified) which somewhat confirms people's suspicions on the matter.
So our recommendation: If your HTC Windows Phone is crashing while playing music, disable the HTC Sound Enhancer app and wait for a new, updated version. We'll keep you posted.
Thanks, Christian L., for the tip!