Music has always played an important part in the life of humans. Listening to music can lift people up or bring them down; music can elicit a wide variety of responses.
In regards to stress, music can influence a person mentally and relax the mind in many ways. On the emotional level music can bring forth a cathartic experience which may release a great amount of stress all at once.
It is interesting to observe that while some people find classical music relaxing, others can't relax to anything but hard techno. The aim and method of relaxation is different: classical music with its soft tones tries to depict an external divine presence, and the mind relaxes by escaping to or interacting with that state of mind. The fast rhythm, deep bass and a degree of technological sterility of techno music relaxes the mind in quite a different way: like abrasive paper to the brain, the mind is strengthened and relaxed by giving stress a form to flow away on.
Explore and try to find the kind of music that relieves your stress - if all else fails, you can always try white noise.