converting music

If I had music recorded and placed on the computer, say piano music, how would I go about getting it on my game?

You'd click on the import icon that is next to the database, highlight 'Import BGM' and choose the file in question.

Do you have to convert it to some format? like a midi?

It supports midi, .mp3 and .ogg so that depends on the recording.

Altough it's possible to import mp3's I really suggest you use a program to convert in into midi or more size-concious formats. It can be pretty huge.

If it's not a supported format, use Audacity, freeware sound-editing program.  It can record from many different sources, including your sound card so you don't hafta play the track and hold a microphone to the speaker; and it can export to wav, mp3, ogg, and a few others.  Warning, though: to export to mp3 it needs lame-enc.dll, which can be easily googled and d-loaded for free.  Audacity currently does not include this dll (unless they've come out with a new version that I'm not aware of).  You can also add effects to the track or edit volume/pitch/whatever.