It will not work to have the onload event trigger the redirect based on the cookie because this event is only valid for the body tag.
Instead you will need to put this in a script block like this:
<script type="text/javascript">
WA_cookieRedirect(WA_CookieObj,document,true,'TB_Download_Form','1','Downloadmusic.html',false);
</script>
Make sure that you have this function defined before this line of code appears. Other than that it should load this code, check the cookie, then do the redirect.