make a new mod and create in it a folder named "Sound", place in it your ogg (if want that music in the menu, than call it "Opening Theme"). after you apply that mod, the background music will be your music

or

write over the game's music, if you don't want to mod (c/program files/stardock/sins of a solar empire/sound or something like that)

I tried what you said neterw, however I don't hear any music.

EDIT: I thought that maybe it could be the ogg music coverter causeing problems, but the ogg files (i converted) play fine outside the game.

I used the "Audio MP3 WAV WMA OGG Converter" program. And I made a new mod for the music and I named as I said to you. It worked for me.

If you named it correctly then, the game will load it, doesn't matter if it's good or nor. I messed up an ogg once, and the game loaded that noise in the game.

I got my music working, the converter I was using was making silent ogg files. Thanks for your help guys.