THEME:   first word of a phrase can be BLOWN   
GOOD ONES:     Lose when you should have won [& theme]   BLOW IT [I'd say "
could have won"]      
BTW:   Singing an olde-fashioned love song   SMIT [too far afield.  SMIT is an old[e] past participle, and it was used at times to mean struck by Cupid's arrow; but singing does not connote being smitten.]      
Jazz player, briefly   
NBAER [would be clever if NBAer were ever used]      
Rock legend Frank   ZAPPA [there are a few such: Chuck Berry, Elvis, McCartney; even Ronstadt.  Frank wasn't one of them.  Look at his record sales if you don't believe the Wise Man of the East (Brooklyn  

  ).]         
RATING:    

Three grins = Loved it; Two grins = Enjoyed it; One grin = A bit bland for my taste; One teardrop = Not much fun