Thanks, that's a nice tutorial but it's a workaround which slightly sacrifices the quality of the sound.
I found the proper way to do this ^^
1) Open music.cfg in the installation folder
2) at the end add [groupname] followed by path to files.
example:
music.cfg contains:
[Title]
media/music/title.mp3
[Plains]
media/music/plains1.mp3
media/music/plains2.mp3
media/music/plains3.mp3
[Caves]
media/music/caves1.mp3
media/music/caves2.mp3
To add my music i change it to:
[Title]
media/music/title.mp3
[Plains]
media/music/plains1.mp3
media/music/plains2.mp3
media/music/plains3.mp3
[Caves]
media/music/caves1.mp3
media/music/caves2.mp3
[MyMusic]
media/music/peaceful.mp3
media/music/danger.mp3
3) And in the map editor instead of filename, write "MyMusic"