In 2k?Like you use it,and a certain song comes on?
Well, it depends on how much variability you want. I'm not sure about 2k, but in all subsequent makers at least you can have an item call a common event. DO that, and in the common event place the event command to Change BGM...
Again, that would def. work in 2k3, XP, VX, but I don't know enough about 2k to know if it has all the same event commands.
If you wanted to make something like a jukebox where you selected a song from a list when you used the item, that's possible too, but you need to be a decent eventer to do it, and in my opinion, it's too much work for a not so great feature. Anyway, it's possible though.