The code you linked was written for a pre-release version of SFML 2.0, as such I would not be surprised if it contained errors.
At best you figure out why it segfaults when exiting while still playing. It's dirty to do so, but it shouldn't cause a crash.
Then I guess you'll have to make sure the class works in harmony with OpenAL, no idea what is required here.
IMHO you should get an audio converted, convert everything to OGG and stop bothering with MP3.