Thanks for your reply. It turned out to be two things: first, you were right that I hadn't created the products I wanted to link as Product - Music. (Thanks for that. I misunderstood, thinking just the media clips had to be Product - Music.)

But second, when I highlight a collection and click Assign to Product, initially I still get "No products in this category" even though the drop down defaults to my music category. If I change the selected category to something else and then change it back to music, my products show up.

A little buggy maybe but as long as it works.

Thanks again.