Boyd’s Bible Dictionary:
(sweet song). The bagpipe and not the stringed dulcimer is meant (Dan. 3:5-15).
Concise Bible Dictionary:
A musical instrument formed of two pipes inserted into a leathern bag, somewhat like the bagpipes, or the Italian sampogna (Dan. 3:5, 10, 15). It was not, like the modern dulcimer, formed with strings.