Musical works are cited in different ways depending on their medium. Sound recordings are different from sheet music which is different from .mp3 files, so it's important to be specific when you cite a work you have used.
Sound recording
Beethoven, Ludwig van. The 9 Symphonies. Performance by NBC Symphony Orchestra, conducted by Arturo Toscanini, RCA, 2003.
-- Purdue OWL
When citing a review of a work (music recording, film, artwork, book, etc.), it's important to include the name of the work being reviewed as well as citation information about the review itself.
Review Author. "Title of Review (if there is one)." Review of Performance Title, by Author/Director/Artist. Title of Periodical, Day Month Year, page.
Dickar, Maryann. "Coming of Age in New Jersey." Review of Teenage New Jersey, 1941-1975, by Kathryn Grover. American Quarterly, Mar. 2000, pp. 127-44.
-- Purdue OWL