I had an issue like this with JuK when I last had it working (and it's currently broken on my KDE 3.2 / SuSE 9.0 install.... damn it..)
What sort of music files are you trying to play?
I found that when I ripped CDs to Ogg using Grip (fab!), I'd incorrectly set up Grip to append .mp3 extensions to the files, which JuK didn't like. Changing all the extensions to .ogg to reflect their true format saw Juk playing them no problem.. I don't know if JuK doesn't like mp3s or whether it was a case of just having the wrong file extension for the given file type.
Anyways, JuK is great and I'm hoping to have it going again real soon - it blows xmms away imho...