The music doesn't actually get loaded on the hard drive. The game plays different tracks from the CD in different situations. Someone posted here once that they played the game once with a music CD in the drive (You don't have to have the SE4 CD in it) and it played that music. That's kind of what you are wanting no? Doesn't work for MP3's. but maybe you could burn a CD with your favorite MP-3's and use that while you play SE4.
