Nicole,
 
My ferret also runs toward me when I start to practice my
concertina or accordion.  If I let her, she will climb half
way up the grill of the accordion and hang there while I play,
or lie on my lap next to the concertina.  In fact, if I can't
find the Woozle, I get out the concertina and play a few notes,
and she comes running.
 
I don't know why she does this--my other pets either ignore the
instruments (cats) or sing along (parrots).  However, my concertina
does sound a bit like bagpipes.  I have interpreted the Woozle's
behavior as a love of traditional music. It hadn't occurred to me
that it might distress her or hurt her ears.  Maybe your ferret
LOVES the pipes?  My other thought is that maybe the concertina
sounds like a small animal's distress call, and the reaction is that
of a hunting animal looking for the rodent in the squeezebox (or inside
the bagpipes).
 
BTW, none of my animals pays any attention to recorded music.
 
Rebecca Clayton
(and Carlyle, the concertina-loving Woozle)
[Posted in FML issue 1100]