Found my solution, I was iterating through a generic List of string containing music cue names to get cue iterator, a List musicCueNames, like this :
ERRCHECK(musicSystem.getCues(ref iter, musicCueNames[i])); // Crash!
I changed it to something like this :
string cueName = musicCueNames[i];
ERRCHECK(musicSystem.getCues(ref iter, cueName)); // Works!
and now everything works properly, but don't know exactly why.