How Music Works is presented by Howard Goodall, and was originally shown on Channel 4 in 2006 (I think).
If you’re one of those people who thinks that explaining music in terms of its components somehow makes it less beautiful or spoils it in some way, you should try reading Unweaving the Rainbow by Richard Dawkins, or watching Richard Feynman talk about flowers:
[youtube]http://www.youtube.com/watch?v=zSZNsIFID28[/youtube]