ok, so you're trying to load a song into your program, correct?
easy and simple,dood
//Adds the sound
global.loaded_sound = sound_add(get_open_filename("MP3 format files(.mp3)|*.mp3|Midi files(.mid)|*.mid|[whatever type of music file it is]|*[file extension (i.e. .mp3, .wav)]),1,false)

ok, i'll break it down for ya
*We're gonna assign a variable to the new song
global.loaded_sound =
*sound_add(fname,kind,preload) Adds a sound resource to the game. fname is the name of the sound file. kind indicates the kind of sound (0=normal, 1=background, 2=3d, 3=mmplayer) preload indicates whether the sound should immediately be stored in audio memory (true or false). The function returns the index of the new sound, which can be used to play the sound. (-1 if an error occurred, e.g. the file does not exist).
*get_open_filename(filter,fname) Asks the player for a filename to open with the given filter. The filter has the form 'name1|mask1|name2|mask2|...'. A mask contains the different options with a semicolon between them. * means any string. For example: 'bitmaps|*.bmp;*.wmf'. If the user presses Cancel an empy string is returned.
now, just combine em..