Well you may actually have to play through the whole game, but I personally doubt it. Have you installed the songs? It's kind of like installing a demo, you have to look under games in the main PS3 menu and look for the GH3 addon and then install it to play the songs. If that's not the issue I might be stumped.
edit: just read that you installed them already...well I would beat the game if you haven't, but that doesn't seem like it should be the issue.
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