You're playing it wrong: Age of Empires

From thecrankyhermit

Age of Empires was originally released in 1997 for Windows, on a CD-ROM. Its expansion pack, Rise of Rome, was released in 1998.

The final release, Age of Empires: Gold Edition, was released in 1999, and includes the expansion pack. However, it's missing the original music! Both Age of Empires and Rise of Rome used redbook audio, which is not installed on your hard drive, but streamed off the CD. Since the Age of Empires Gold disc only has the Rise of Rome music on it, all campaigns will play music from Rise of Rome.

To fix this, you will need a copy of the original Age of Empires. You don't need to install anything from it if you have already installed the Gold Edition. Simply make sure that the old edition disc is inserted when playing the original game's campaigns, and the correct music for those campaigns will play. When playing the Rise of Rome campaigns, insert the Gold Edition disc, and then the correct Rise of Rome music for those campaigns will play.

There's also a fan patch available for Rise of Rome, UPatch HD, which enhances Rise of Rome tremendously. But it doesn't enhance the original AOE, which still needs to be played with the old CD to be complete.