Whats next? Death metal induces homicidal thoughts too?
It depends on the mentality of the person. I listen to Disturbed a bit, one song specifically, titled Inside the Fire about the main singer's girlfriend who killed herself. The video is even quite graphic and has hard-to-not-notice warnings about Self Delete and depression. I've actually had a dream about Self Delete once, it was really creepy.
Every person's mind isn't the same though. It happens to some and it won't to some.
The only exception is if their mind is actually disciplined enough, and this applies to video games.
If the player is taught about the very clear lines between video games and reality, he won't go stealing cars and running over hookers like in Grand Theft Auto. If the parents don't do stuff about it however, they're going to be in for a surprise when they find out their kid tried to go on a joyride in their nice new Lexus and didn't even make it as far as the tree in the front lawn.