What kind of help do you need?
If you can get your music in IT or OGG format, all you need to do is name it track_01.it (or track_01.ogg), track_02.it (or track_02.ogg), etc.
Similar formats to IT (such as MOD, XM, etc) will work if you just change the filename extension to IT. I'm not sure if the same is true for other formats similar to OGG, though it's very possible that they might work.
VGM, PSF, etc do not work. However, there's a tool called "BRSTM Convertor" that'll convert at least VGM for you (you may need to modify the source code a bit, if it can be done at all, to convert anything else). When using this to convert VGM, choose "looping OGG" as the output, and rename it (the extension it uses will be "LOGG", but just change it to OGG).
MIDI files can be converted using OpenMPT Tracker, just open them in it then use "Compatibility Export". However, for best results, you'll probably want to tinker with it a bit (for example, to set up looping).
Looks like I might need to speed up my GeoffLems videos a bit, since I'd like to do videos on my first playthrough for GigaLems. Still got 4 more videos of GeoffLems to go (assuming I stick to the 10-levels-per-video rate; I might slow it down a bit for Mayhem).