Hi Mohamed,
Cisco Unified CME 3.3 and earlier versions do not support MOH for local Cisco Unified CME phones that are on hold with other Cisco Unified CME phones; these parties hear a periodic repeating tone instead.
Cisco Unified CME 4.0 and later versions support MOH for internal calls only if the multicast moh command is used to enable the flow of packets to the subnet on which the phones are located.
Internal extensions that are connected through an analog voice gateway (Cisco VG 224) or through a WAN (remote extensions) do not hear MOH on internal calls.
Multicast MOH is not supported on a phone if the phone is configured with the mtp command or the paging-dn command with the unicast keyword.
Here is how to set this up in "newer versions"
From this excellent CME doc;
Configuring Music on Hold
http://www.cisco.com/en/US/docs/voice_ip_comm/cucme/admin/configuration/guide/cmemoh.html
Hope this helps!
Rob