Gajes
Chieftain
I couldn't find a topic explaining how to play different custom music in different eras, so here's how I did it. The following requires a little bit of work but in the end is very simple. It requires the editing of some xml files, so to keep things organised I suggest copying the files in question to the CustomAssets folder in MyDocuments. My didactic skills are not that good so I hope I can make myself clear enough.
I will now add a new music track to the Industrial era, called "Chopin.mp3". Place this file in (Custom)Assets\sounds\soundtrack\industrial. Then edit AudioDefines.xml found in (Custom)Assets\xml\audio. This file contains names for all soundfiles found in the game, ranging from music to combat effects to Nimoy's spoken quotes. The ingame music is at the start of the file and can be identified by names like SONG_OPENING_MENU. Copy the entire <SoundData> block of this SONG_OPENING_MENU or any other SONG, and paste another instance of it in front of this block. Then change <SoundID>SONG_OPENING_MENU</SoundID> to <SoundID>SONG_CHOPIN</SoundID> and <Filename>Sounds/Soundtrack/OpeningMenu</Filename> to <Filename>Sounds/Soundtrack/industrial/Chopin</Filename>. Leave the other things unchanged and save the file.
Open Audio2DScripts.xml, also found in (Custom)Assets\xml\audio. More information regarding sound is found here, but the only thing to be done here is creating a new <Script2DSound> block for the Chopin file. So again copy an entire block and paste in a new instance. Make sure <ScriptID> has the tag AS2D_CHOPIN and <SoundID> has the tag SONG_CHOPIN. <iMinVolume> and <iMaxVolume> can be set to 70 like the other ingame music, but I guess it depends on how loud the custom music is. I haven't experimented with the other variables, my soundcard is not too advanced anyway. Save the file.
The final step is to open (Custom)Assets\xml\gameinfo\CIV4EraInfos.xml. Scroll down to <Type>ERA_INDUSTRIAL</Type> and find <EraInfoSoundtracks>. Add <EraInfoSoundtrack>AS2D_CHOPIN</EraInfoSoundtrack> to the list found here, save and voila, Chopin now also plays during the Industrial Era.
Of course the same can be done with music in other Era's.
I will now add a new music track to the Industrial era, called "Chopin.mp3". Place this file in (Custom)Assets\sounds\soundtrack\industrial. Then edit AudioDefines.xml found in (Custom)Assets\xml\audio. This file contains names for all soundfiles found in the game, ranging from music to combat effects to Nimoy's spoken quotes. The ingame music is at the start of the file and can be identified by names like SONG_OPENING_MENU. Copy the entire <SoundData> block of this SONG_OPENING_MENU or any other SONG, and paste another instance of it in front of this block. Then change <SoundID>SONG_OPENING_MENU</SoundID> to <SoundID>SONG_CHOPIN</SoundID> and <Filename>Sounds/Soundtrack/OpeningMenu</Filename> to <Filename>Sounds/Soundtrack/industrial/Chopin</Filename>. Leave the other things unchanged and save the file.
Open Audio2DScripts.xml, also found in (Custom)Assets\xml\audio. More information regarding sound is found here, but the only thing to be done here is creating a new <Script2DSound> block for the Chopin file. So again copy an entire block and paste in a new instance. Make sure <ScriptID> has the tag AS2D_CHOPIN and <SoundID> has the tag SONG_CHOPIN. <iMinVolume> and <iMaxVolume> can be set to 70 like the other ingame music, but I guess it depends on how loud the custom music is. I haven't experimented with the other variables, my soundcard is not too advanced anyway. Save the file.
The final step is to open (Custom)Assets\xml\gameinfo\CIV4EraInfos.xml. Scroll down to <Type>ERA_INDUSTRIAL</Type> and find <EraInfoSoundtracks>. Add <EraInfoSoundtrack>AS2D_CHOPIN</EraInfoSoundtrack> to the list found here, save and voila, Chopin now also plays during the Industrial Era.
Of course the same can be done with music in other Era's.
I've been trying to do this for days, and was stuck trying to find the file that defines when different music tracks play. That eras file was exactly what I was looking for. 
