It has to be shocking moving from the womb into the world. Babies are used to the constant sound of their mother's breathing and heart beat. I suppose that's why they respond so well to music and repetitive sounds. Our baby girl calmed right down when we turned on a sound machine with ocean waves. When reading up on babies' sleep, I found Sleepy Bee. He has been such a help when we are away from home and our plug in sound. http://www.babybabble.com/viewtopic.php?f=17&t=3455
Yes true, babies responds prominently to sounds. It definitely calm them down. The music should be soothing to the baby's year. Check - http://www.greatdad.com/category/364/sleep.html
to get quick info on effective ways to make your baby to sleep.