I believe that you'd be fine with Phi Mu Alpha and Sigma Nu since it's a music fraternity, but if I were you, I would consult Sigma Nu Nationals.
We have brothers that are part of Alpha Phi Omega (A service fraternity...I'm rushing at the moment, and our treasurer in SN is APO's Vice Pres) and Theta Tau (Engineering society). Here's their info:
Sigma Nu Fraternity, Inc.
9 Lewis St.
P.O. Box 1869
Lexington, VA 24450
Phone: 540-463-1869
Fax: 540-463-1669
E-mail:
headquarters@sigmanu.org