Question about music in game

[Toon_Link]

Okay, when I'm tired of hearing the Smash Bros Brawl theme, I go to My Music and change it to something else. Thing is, when I move from menu to menu the song stops and just plays the Smash Bros Brawl song again. I've seen other people go through menus and the song they put doesn't change.

Can someone tell me on how to do that?

EDIT: There's some kind of hack code that let's you change the music in stages and how the music works in the game right?

 

[King of Pop]

Click on the song you want to play then press b. oh it has to be the My Music menu

 

[Toon_Link]

Thanks a lot man! I'll try this out later on.

EDIT: Um, that's what I usually do. And people have to press B to get back to the menu. -___- That post didn't help one bit.