From the pic that's the ICSP it's a port for connecting a programmer, SPI is wired to that but it's also on pins 11 12 and 13 which the Music Shield says it's using for SPI (along with 10 for chip select) and the protoshield says it's passing though. Give it a go with just the music shield, if it work with the ICSP connected but not without complain to them as there datasheet says it's supposed to be using the normal SPI pins. Baring that just connect them though with some long pin female headers in place of the existing ones on the protoshield probably cost you a buck or two on ebay shipped. The only thing connected on the protoshield are the ICSP 5v and reset pins so it's safe to pass through.