I don't really like seeing the words "license" and "music" close together, but as per my own philosophy (and self preservation) I was careful to license the music that I used in my game. Here's my receipt and the beginning of the license:
I've saved the text of the license here in case you're interested.
So you can see that I made a good faith effort to correctly obtain permission for the music I used in my game, and hence in the video made from the game. (Don't even try to argue sematics with me about using it in the game and in a video made from the game--just go fuck yourself and die, if you read this blog you know how I would feel about such an asinine argument).
The question that arises now, of course, is did the person that sold me the rights have the right to do so? This will be pivotal in case Sony decides they really do own the copyright to the music used in their video and my game.