First off if you are wanting to put different music for the regular gameplay then you must get a mp3, the system doesn't work for any other file then mp3.
So when you got that you go to your Media>Sounds and input your new music there. Now if you are wanting to replace a song in feral heart you don't like, then change the mp3 that you want name to the one matching the one you want to get rid of.
Or say you just want to keep the name, you need to go into your music.cfg and alter your music name in the coding. Once you have done that, then you are all set to go.
I hope this helps you in any way ^^
If none of them helpful suggestions work out for you, then here's a tutorial made by Redlinelies that teaches you step by step.
(http://www.youtube.com/watch?v=0viVTiaECPc)
Hope this was useful to you~