Pretty easy if you have the stuff you want. Simply look in
C:\Program Files\Ubisoft\Silent Hunter 4 Wolves of the Pacific\Data\Sound\Music
Now the format here is .OGG
There is a free little app (BRILLIANT) called Audacity that converts all this for you.
Get it here:
http://audacity.sourceforge.net/
The titles in the "Music folder are pretty self explanatory. Decide which one you want to replace and rename your new stuff to whatever you want to replace it with in that "Music" folder in the game.
Lets say I have this song from... Band of Brothers
Its a MP3, i simply load that with Audacity and hit
File/Export As Ogg Vorbis
I want this to replace the main Menu music in the game so i simply rename it to
BACK UP THE ORIGNIAL STUFF, YOU NEVER KNOW!
And drop your newly created BOB based Menu tune in to that "Music" game folder.
Done!