Make sure its a usable format, I believe the prefered format is OGG but of course there are others that work such as MP3.
And make sure the song name isn't too long. I believe the file name can only be 8 characters.
If you have the song playing through the "MAPINFO" file, make sure its set up correctly there.
Heres an image of what it should look like. This is Chargeman's stage.
(https://i.imgur.com/LBnwMHQ.png)
I'm using Slade atm.
The "CHAMUS" file is the song name so yours should be whatever you named your song.