"i really don't think music can make people commit suicide..."
Well, people can't really walk through a solid wall or make a weapon out of paper, either.
In the world of the anime, there are people who have supernatural powers. One of those powers involved the use of music to influence other people.
I agree, though, the chick in the black suit was really hot.
If you watch the TV series (R.O.D ~ The TV), you'll see more of this world and these characters, although some of the main characters in the OAV don't appear until quite late in the TV series.