You should definitely send it to the shop, because there is actually a lot of small parts will cause the phone to blackout. And only them can find out which part is spoil or maybe letting you know which part you should change for a new one.
Are you using the original music player?
The original music player only support these
- MP3/eAAC+/WMA/WAV/Flac player
- MP4/H.263/H.264/WMV player
If the music your download is not these kind of format, i think the problem will be like this.