European country with a musical sound (6)
I believe the answer is:
greece
'european country' is the definition.
(country in Europe)
'a musical sound' is the wordplay.
'a musical' becomes 'grease' (Grease is a film musical).
'sound' indicates a 'sounds like' (homophone) clue.
'grease' sounds like 'GREECE'.
'with' is the link.
(Other definitions for greece that I've seen before include "Country of southeast Europe" , "in E" , "Athens its capital" , ""The cradle of civilisation"" , "The country sounds slippery" .)