Topsie, I consider knitting as "work", and do not carry it out on the Sabbath. My rule for Sabbath activities is: if in doubt, leave it out! Note also that tuning an instrument is prohibited on the Sabbath by Jews.
Tootler, Cromwell outlawed only the Irish musicians. This lasted for some time, into the Penal times after 1690, so that many musicians got fed up, packed up their instruments and headed for the colonies. That's how, eventually, Bluegrass and Country and Western came into being.
Guest, it's not the playing of the instrument per se that's the problem, it's the time and energy that this takes up (see my posts above), and the temptation for the woman to leave her domestic sphere and venture outside into perhaps doubtful company. Music for worship is fine (psalms, hymns), but scholars differ as to whether this can be accompanied by instruments or not. John Calvin had strong views on this.