I tried to do this since the file structure of SH4 is very similar to SH3, but couldn't get it to work. I am sure that someone with the necessary skills could make work, however.
I have a war radio mod that is used via SH3 Commander that you might check out. I use it; when I want some period music, it is quite easy to have music in the gramophone folder, and to play both through the gramophone interface.
See:
http://www.subsim.com/radioroom/down...o=file&id=1067 for the ogg version. There is an MP3 version and also a version for media player.