The steps are not hard, just go to C:\CyberStep\CosmicBreak_eng\music and start swapping files, keeping in mind the file names have to match. However, I will list where each file plays (from memory) so anyone can save time by replacing only the songs they need to. One main benefit from doing this is to have your own music without wasting resources on an external media player.
(Alphabetically)
Akuma - Plays somewhere in Quest, I believe 3-x
AkumaRemix1 - Also somewhere in 3x
b2_1 - Somewhere in Quest, judging by the name 2-1
b2_3 - ", judging by the name 2-3
b3_3 - ", judging by the name 3-3
b4_1 - ", judging by the name 4-1
b4_2 - ", Judging by the name 4-2 (I've seriously never been out that far, I can't know)
I can't really tell where cs_1000 through ka_1000 come from but ka_1000 sounds like it's from the Ouka missions so replacing that will do you NO good.
kp_5020 - Shop theme
kp_5030 - Garapon theme (Is now my current ringtone)
menu - Mission Menu theme
mroom - Mission Intermission
nm_1000 through nm_1080 - I do not recognize these.
pd_a through pp_0 - Various Quest music. I do know that pg_o is the outpost theme
sw_1010 - an Arena theme, I do believe it's one of the snow maps.
sw_1030 - an Arena theme, I don't thin it's tied to any specific map
sw_1040 - "
sw_1050 - "
sw_2022 - "
sw_2040 - I actually do not recognize it but it sounds like it's Arena based.
sw_2050 - an Arena Theme, I do not believe it's tied to any specific map
sw_2060 - "
sw_2070 - DOS Union Theme, it might be the same for all Unions but I have no way of knowing.
sw_2080 - an Arena Theme.
sw_2110 through sw_2140 - I do not recognize these.
sw_2150 - an arena theme
sw_2171 - I do not recognize this.
sw_2190 - Arena End Game Screen.
sw_3010 - A boss theme, I don't know which one.
sw_3021 - I think this plays when you're fighting the first 9 Haku
sw_3030 through sw_3036 - more boss themes
sw_4030 - central theme
uscb_1010 - title theme