Hmm. Resurrecting this because episode 5 premieres at midnight and I'm re-watching all the episodes so far...
I think that "Natural" (the first song) summarizes the episode, in a sense. The song is basically, "Ditch all of these 'lucky' objects, because I don't need them." and at the very end of the song (the funeral), he is techically buried alive. (?) It sends us the message that his luck has run out. In the episode, he gets the job in Vegas, but then he gets into everything and gets fired. It was also a dream sequence, so maybe it was a prophetic dream? That's how I'm going to connect it with the episode as a whole.
Every living soul has got a voice - you've got to give it room and let it sing.