You're going to have to help with the .dlls I think. Besides the dlls you mentioned Opentyrian also wants ogg.dll. There seems to be lib, non lib, and lib'insert word'-0 versions of everything. Right now I have ogg, vorbis, vorbisfile, and all the "lib" versions of each in my tyrian directory and the thing crashes whenever I try to select any of the .ogg tracks in the jukebox.
Which archive did you get? You should get SDL_mixer-1.2.8-win32.zip, not SDL_mixer-devel-1.2.8-VC8.zip, since that's the one for compiling. Then you just extract all DLLs, though you only need smpeg.dll if you want to play mp3s too.