As a musician myself, I personally believe that people are affected by music. Now, I must say in advance that I have been raised surrounded by classical music, so my beliefs may be biased.
Now, I must agree with Khab that music helps a person vent specific feelings. But I will add that if people continue to vent a certain kind of feeling repeatedly, they and their actions will begin to change to suit the music. For instance (and remember, this is my bias), I tend to see violence and promiscuity around me... and I note that those with more of these traits like to listen to rap, punk, and the like.
Now I also look around me in the music department at my school and see different things. For instance, my friends that have played piano since they were young, or some band acquaintances of mine that work hard to play their instruments well, they tend to be calm, collected, nice, and smart. I'm not sure whether the intelligence level is really connected, but I know that, in Texas, the average SAT score for All-Staters is around 1950, and most of these people (outside the orchestra, at least) are not Asian (I add this because people think that music people are smart because they are asian, and all asians are smart. I do not believe so, for I am not racist, but there are people out there who are.).
This is my belief, and I do not care if you will believe it or not. If my belief is scientifically proven true or false, it will not sway my decision. I have made up my mind. Here it is, take it or leave it.