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Yes.

Because Allah says so.

Straight forward as that.

idk what is the harm of that
but when studying maths without listening i get bored and i close that subject

is it in Qur'An?

According to http://www.islamicvoice.com/January2005/QuestionHour-DrZakirNaik/

Prohibition of Musical Instruments
Q. I have a doubt about playing of musical instruments. Is this an act of Satan?
Faiz-ullah-Khan, Jammu and Kashmir.

A. Prohibition of music is recorded in many authentic Ahadith.


Narrated Abu Malik Al-Ashari:

“The Messenger (pbuh) of Allah (SWT) said, “Some people of my Ummah will drink wine, calling it by other than its real name, merriment will be made for them through the playing of musical instruments and the singing of lady singers. Allah will cleave the earth under them and turn others into monkeys and swines. [Ibn Ma’jah Vol.5 Hadith No.4020]


Narrated Abu Amir or Abu Malik Al Ashari that he heard the Prophet saying, “From among my followers there will be some people who will consider illegal sexual intercourse, the wearing of silk, the drinking of alcoholic drinks and the use of musical instruments, as lawful. And there will be some people who will stay near the side of a mountain and in the evening their shepherd will come to them with their sheep and ask them for something, but they will say to him, ‘Return to us tomorrow.’ Allah will destroy them during the night and will let the mountain fall on them, and He will transform the rest of them into monkeys and pigs and they will remain so till the Day of Resurrection.” [Sahih Al-Bukhari Vol.7 Hadith No.5590]


However, there are some Ahadith which indicate that it is permissible to beat the ‘daff’ i.e. the tambourine (which is open on one side and covered on the other).


Narrated Urwa on the authority of Aisha


“On the days of Mina, (11th, 12th, and 13th of Dhul-Hijjah) Abu Bakr came to her while two young girls were beating the tambourine (daff) and the Prophet was lying covered with his clothes. Abu Bakr scolded them. The Prophet uncovered his face and said to Abu Bakr, “Leave them, for these days are the days of ‘Id and the days of Mina.” [Sahih Al-Bukhari Vol.2 Hadith No.987]


Narrated Ar Rabi (the daughter of Muawwidh bin Afra): “After the consummation of my marriage, the Prophet came and sat on my bed as far from me as you are sitting now, and our little girls started beating the tambourines (daff) and reciting elegiac verses mourning my father, who had been killed in the battle of Badr. One of them said, ‘Among us is a Prophet who knows what will happen tomorrow.’ On that the Prophet said, ‘Leave this (saying) and keep on saying the verses which you had been saying before.’ [Sahih Al-Bukhari Vol.7 Hadith No.5147]


Therefore from the above evidence it is concluded that the use of musical instruments in general is forbidden in Islam, with the exception of the ‘Daff’.


Music usually intoxicates a person and takes one away from the path of Allah (swt). Music engages a person’s mind and takes him/her away from the remembrance of his/her Creator and from realizing and focusing his/her attention on the purpose of his/her creation. In musical songs, most of the times the listeners even appreciate illogical, incorrect and blasphemous matter and content. A person will realize this when he starts pondering over the meaning of many Hindi and English songs, lyrics and ghazals. Here we find that it is because of music that the person’s mind is intoxicated and the person deviates from the straight path. And Allah Knows the Best.

As long the music is not affecting you... But Allah know the best for you...
In my opinion, rather than listening to music. It's better to listen to the recitation of Al_Quran.
Such as this one...
Beautiful Quran recitation in Mosque , Kuwait.
http://www.youtube.com/watch?v=g5hjVy90HAM

Why is that?

Music about Allah = not haram.

Other music = haram.