hldj.org

I set up HLDJ just normally, started a game (Hidden: Source) and loaded a short, very annoying tune. Worked OK. Then when I tried to load an actual song, the console said it loaded properly, but when I press P (my play button) the short annoying tune plays again. I browsed the forum for a while, and found out about the voice_input.wav inside source sdk base folder, so I renamed the song to voice_input and replaced the one in source sdk base folder (though I guess deleting the voice_input.wav and loading the song would have worked, and would have been a bit easier). Worked OK, but I don't want to go through that every time I want to change the song.

And another thing. When I launch Zombie Master, I don't get anything on the console about HLDJ...

If you're using HLDJ 1.4.5, read Setting Up 3rd-party Source mods (for HLDJ 1.4.5).
I encourage everyone to be using the beta.

Oh right, darn. I noticed you told that to everyone at first and I thought I should mention it in the post, but forgot to. I'm using the 1.5 beta.

And after adding the re-adding the game in Setup, does it work?
If not double check your game directories and that the "Use Alternate Game Audio Path" (in Setup's Advanced section) is enabled and set to the source sdk base folder. Also check that the hldj scripts are making their way to your game's "cfg" folder.