I tried setting File types "php, php3, asp..." to "application/x-mp3" and also
tried "no robot rules" but all the audio files keep getting saved as PHP
files, and they aren't all mp3 files there are a few odd wmv files too. 

Could it be because there is no direct links to those audio files? To download
an audio file from the site, the link given is:
url.com/forum/mod_music/download.php?audio_id=13212

There is no extension given.