As far as Music is concerned, it does not cause teenagers want to perform strange, crazy or illegal acts.
As a child growing up, you are going to listen to the music that your parents listen to. As you get older, you begin to listen to what the kids at school are listening to. While this music may not necessarily impress your parents, it's usually not that bad. Kids and teens do not listen to a song and decide to go shoot someone or rob a bank.
If your teenager suddenly begins listening to music that makes you worry, find out what is going on in their life and if any problems exists.
If the music they are listening to pertains to violence, nudity, etc.. then there is definitely already an issue that needs to be resolved. Teenagers want to listen to music that they can correspond with, they want to hear that others have the same thoughts as they do. So if they are listening to this type of music, it is because they are already having these thoughts. Therefore, it's just a matter of time for you to get to the core of the problem before it blossoms.
It isn't the music that changes your teen - it is your teen that is searching for a musical, emotional compatibility.