This might not work on newer versions of Windows. I had trouble with ActivePerl, i.e. when I clicked the batch file, an error occured stating either that vwftool.pl isn't spelled correctly or not existant, or something like "Usage: definition.txt list.txt vwftool Please press a button to continue". Either way, the vwf_data1.asm file WAS NOT CREATED. I tried it on my old computer and it worked fine.
This problem occured to many users in the past and was never solved, so you might want to use older systems or use another tool to insert your stories, like RPG Hacker's VWF Dialogues Patch.
Edit: In case if anyone wants to know, why it doesn't work: The SNES <-> SPC700 interaction was originally in NMI but AMK has moved it to the game's main loop in order to save some v-blank time (more time to upload e.g. graphics) but the main sprite runs its own loop and such pauses all functions aside from itself, obviously, and the only thing which runs "alongside" it are interrupts (i.e. NMI and IRQ).
Remember: The SNES <-> SPC700 interaction was originally in the NMI which runs "alongside" with the SNES and but AMK moves it to the main loop in order to save some v-blank time.
Since this sprite runs its own loop, the music change code never runs unless you do some modifications at both, parts of AMK's code (specifically patch.asm which handles the interaction) and the main sprite.