Even music is possible, but you should think about whether or not you really need this effect because the sound-files take up a lot of space.
The function is easy: You create a new criminal-frame which has the music in it and which repeats on and on. And of course - this frame must be noted in stage.dat. The criminal-frame should look like this:

<frame> 70 music
   pic: 1000  state: 3005  wait: 1500  next: 70 
   dvx: 0  dvy: 0  dvz: 0  centerx: 0  centery: 0
   hit_a: 0  hit_d: 0  hit_j: 0
   sound: data\music.wav
<frame_end>

For "pic" and "state" you just have to make sure that it's invisible, so you need to use state: 3005 and a non-existent picture. For "wait" you have to set up the length of the piece in 1/30 seconds.  In other words, the length of the wait should be the length of the music in seconds multiplied by 30. If you want to repeat the music, you have to use a "next" to the same frame. If you want it to stop, use next: 1000. All other tags are irrelevant, but don't forget about the sound file.
If you note this frame in stage.dat, you have to activate the right frame with "act" and you should repeat the object every 300 pixels so you can hear the music everywhere.

To see this in stage, you can download a study example here:

Stage Music Download now!

Inspired by Kate