While they put on music, you put on some awesome Quran recitation louder, with some awesome Qari's. Perhaps due to repsect to it, they'll turn off their music and perhaps Inshallah grow to love to listen to the Quran and leave music soon.
Bukhari :: Book 6 :: Volume 61 :: Hadith 515
Narrated Yusuf bin Mahk:
While I was with Aisha, the mother of the Believers, a person from Iraq came and asked, "What type of shroud is the best?" 'Aisha said, "May Allah be merciful to you! What does it matter?" He said, "O mother of the Believers! Show me (the copy of) your Qur'an," She said, "Why?" He said, "In order to compile and arrange the Qur'an according to it, for people recite it with its Suras not in proper order." 'Aisha said, "What does it matter which part of it you read first? (Be informed) that the first thing that was revealed thereof was a Sura from Al-Mufassal, and in it was mentioned Paradise and the Fire. When the people embraced Islam, the Verses regarding legal and illegal things were revealed. If the first thing to be revealed was: 'Do not drink alcoholic drinks.' people would have said, 'We will never leave alcoholic drinks,' and if there had been revealed, 'Do not commit illegal sexual intercourse, 'they would have said, 'We will never give up illegal sexual intercourse.'
While I was a young girl of playing age, the following Verse was revealed in Mecca to Muhammad: 'Nay! But the Hour is their appointed time (for their full recompense), and the Hour will be more grievous and more bitter.' (54.46) Sura Al-Baqara (The Cow) and Surat An-Nisa (The Women) were revealed while I was with him." Then 'Aisha took out the copy of the Qur'an for the man and dictated to him the Verses of the Suras (in their proper order) .
Bukhari :: Book 6 :: Volume 60 :: Hadith 144
The alcoholic drink which was spilled was Al-Fadikh. I used to offer alcoholic drinks to the people at the residence of Abu Talha. Then the order of prohibiting Alcoholic drinks was revealed, and the Prophet ordered somebody to announce that: Abu Talha said to me, "Go out and see what this voice (this announcement ) is." I went out and (on coming back) said, "This is somebody announcing that alcoholic beverages have been prohibited." Abu Talha said to me, "Go and spill it (i.e. the wine)," Then it (alcoholic drinks) was seen flowing through the streets of Medina.
At that time the wine was Al-Fadikh. The people said, "Some people (Muslims) were killed (during the battle of Uhud) while wine was in their stomachs." So Allah revealed: "On those who believe and do good deeds there is no blame for what they ate (in the past)." (5.93)
The point of these hadiths is to show the wisdom with which the Quran was revealed. The first verses were about Paradise and the Fire which put Iman into the hearts of the Companions and raised it a higher level. As Aisha r.a. said, had the first verses been of forbiddance, people would never have listned. But since they were talking about the Aakihrah, and that took a firm hold in the people's hearts they found it easy to leave the Haram. That is what you need to do to your family. The problem there is lack of Iman. Work on their Iman. Make their Iman go up.
As you can see the in second hadith, in Madinah when the verse that forbade alcohol came down, the streets were flowing with it. It was easy for them to leave it because their Iman was already up. They desired Paradise greatly and they Feared Allah and the Fire greatly. Thus once Zina and Alcohol were forbidden, everyone left it at once.
Same thing with your family. Work on their Iman. Its tough, youll get labelled, extremist etc etc. But be patient and make lots of Dua Inshallah and Inshallah Allah will guide them away from it.