Using dhmm_em to form the hmm of mfccs' from song clips
Edit: It turns out that the above hmm can only be applied to discrete
  values which is possibly why I was getting errors. It seems I have to
  use another function for 'gaussian output' instead, mhmm_em. I'll post
  another question to figure out its working.


In order to clarify this a bit.
The functions you were trying to use are indeed defined for discrete data represented by probability mass functions.

When working with continuous data and modeling them with an HMM, one needs to decide what probability distribution will best represent the data. When the data has an unbounded support, the Gaussian is often a good first choice, and most machine leaning toolboxes have built-in functions for the training of these HMMs. However, an HMM can be trained with other probability distributions such as the Dirichlet distribution (if your data is proportional), or the Student-t, Weibull distributions,... 

Keep in mind that the distribution you choose is a modeling hypothesis that you do with respect to the data you have. If the hypothesis does not make sense, the results might not be accurate. Unfortunately, the use of these other distributions mostly rely on you to either, derive and code the needed equations (however, in some cases the equations are available in some scientific papers).