There is a really easy way to do this: switches.
Say it was 3 notes they had to play in order (for simplicity sake). Lets also say you are using bells to make the notes, also for simplicity sake.
Make three bell events and associate each with a different tone. Now, for every note that needs to be played you have to have a switch. So if the player just needs to play three notes in order, then you only need three switches. This is the example I'm going to start with.
If you were to only use a three note song, this is what the first bell would look like:
Regardless, when the event is activated it will play the first tone (I used a Note instead of play music, get it? haha, I'm lame... moving on.)
The easiest way to program this without getting confused is to think of the correct tones being played in order. Tone 1 played first, tone 2 played second, etc.
The first fork condition is checking to see which notes have already been played in the right order. Because this is the first note, you want all the switches to be OFF. If any of them are on and you are playing this note, it will turn them ALL off. In other words, if the wrong note is played then the sequence is reset. Because the same tone is always played when the event is activated, the player doesn't know this (unless you play a different tone when they screw up. I don't recommend this as it makes things too easy.)
To recap the above, the first fork conditions are essential to this sequence. If you have 10 notes played in the sequence, then you would have 10 fork conditions here. There is an exception to this which I will explain later.
Okay, so if you are playing three tones using three notes then you would copy this event and make bell 2. There will only be 3 changes made. The first fork condition should be "tone 1 correct" - ON instead of off. The sound played would be changed. The first switch would turn on "tone 2 correct" instead of turning on tone 1 correct. Voila, you have your second bell. Copy this again and make the appropriate changes for tone 3. When "tone 3 correct" is turned on, then the player has solved the music puzzle. You'd use this switch to give them whatever reward you have planned.
You obviously already have another event that plays the tones in order to tell the player what to play. Now all you have to do is mix up the bell events so it's not a simple 1, 2, 3 for the player.
So that was a simple way of putting it. You could make it 20 tones long if you wanted, just apply the same principle.
Now if you want to make it complicated, and I know you do, then you'll want some tones to play more than once. NO PROBLEM!
Say you have 3 bells again, but you want them to play 5 tones. Lets give it this tune:
1, 3, 2, 2, 1 : tones (even though it's only 3 tones, 5 switches are needed)
1, 2, 3, 4, 5 : switches
The same principle will apply, except that bell 1 and bell 2 will have a second page each. When the tones are played in order 1, 3, 2, then the third switch will be activated. This third switch will be what activates page 2 of bell 2. If the note is played again making the order 1, 3, 2, 2 then switch four is activated turning on page 2 of bell 1. If that note is played then switch 5 is activated.
There are three ways to make this more complicated:
Add more bells (harder for the player), or
repeat the tones often (more confusing to program), or
do both, making it really challenging for both of you.
Before you start, decide how many bells and tones you want to play so you can plan it out. Personally I suggest making 4 bells with about 6 tones. This will make it challenging for the player, but it shouldn't be annoyingly so.
If you want to have this type of puzzle in your game, I suggest placing it in more than one place. Instead of using bells you could use cords or whatever else. When the player finishes the puzzle it could activate another switch which renders those bells useless (a new page that only plays the tone, but doesn't do anything to switches. This page activated by the last switch.) Doing this will allow you to copy all the events for a different are and make a new puzzle with very little effort. You could use the same switches again, just change the sounds and move the events in a different order.
Wowzers, I might as well post this in the tutorial section now...