Before you will be able to attach the Music Maker Shield to your Shield Bot, you will first have to solder headers to it.  Follow the instructions posted here at Adafruit to solder headers to the Music Maker Shield: Adafruit Music Maker Shield Assembly (offsite).  You will not have to solder the ICSP connector or speaker connectors.

Carefully align and press the Music Maker shield into the headers on top of the Parallax Shield for Arduino on the top of the Shield Bot: