Initially, it may seem unrealistic that any pleasing or harmonious sound could be forbidden and one will be given such a painful punishment for indulging in such a thing, but there is no need to be amazed.
Many verses and traditions point out why ghina ie music is forbidden.
In.short it brings about shamelessness in a person and shaitan overwhelms one listening to it such that he or she starts performing all the satanic acts such as lustful acts and so forth. The intellectual capacity of the person is also reduced and animalistic desires are overtaken. It effects the nervous system also and causes many aliments like high blood pressure and heart problems.
In short, one will be oblivious about the rememberance of Allah and his real aim in life. This infact disrupts the peace within him.
I suggest you read the book "status of Music in Islam" by Saleem Bhimji. This book is available online.
I pray you overcome this feeling that Music is too pleasurable to forego. Remember, the Music that is allowed in Islam is in total harmony with our soul and spiritual upliftment.