it is possible, you'll have to convert it to ogg and place them in your ogg folder as PMD said, you can go http://media-convert.com/ and convert it there, if you still have trouble you can send me the songs and I will do them for you, but to be honest a normal media player in the background won't do any harm unless you have PC problems when running other programmes in the background.
Yes, with the new Y22 patch you can use a bar to move to a certain point instead of pressing F3 and waiting to get to the part you want, if you don't want Y22 then you will have to press F3 to Fastforward and F2 to Slowdown as above.
Ohh...yeah, I totally forgot about the Y22. If you have Y22 and you can't find the bar to move replay where ever you want you just move your cursor to the bottom and it will appear. If you are thinking of making a movie always press SHIFT+F so all the text will dissappear...cause with text its not a movie.