When my children were very young we borrowed the Mozart's Magic Flute computer game from the library and I was very impressed. Players take young Mozart on a journey to restore the color to the land. Identifying the instruments in the orchestra by listening is only one of the challenging musical activities. Here is a sample of the game.
Set of 3 Music Games, Windows Only CD-ROM
My kids still love the game and so do I, but I would only recommend purchasing this game if you have a very old computer, as it has not been updated to run on new systems.