Put it in the WAD with the level, and rename it to something like this:
(For MIDI) D_MAP
xxM,
xx being a 2-digit ending that can be any from 01 to 99, or from A0 to A9, or from AA to AZ, B0 to B9, BA to BZ, and so on until ZZ. It could be any of those. Just make sure you know the number for the ending you choose (Like for example A0 = 100, A1 = 101
(For OGG, or MP3) O_MAP
xxM, same as MIDI for the
xx bit.
I think I've left out valuable info, or that I didn't explain some things correctly, so here's the Wiki page you'll need:
http://www.srb2wiki.sepwich.com/wiki/Sound_and_Music_Tutorial
And maybe this page to how to get the music you want using your level's level header, unless you already know how to do that:
http://www.srb2wiki.sepwich.com/wiki/Map_Header