1. In x:\private\wii\app\rsbe\pf or x:\minusery\pf, whichever you keep minus in, make a folder called "sound".
2. Inside that folder, make a folder called "strm".
3. Download/make BRSTMs that you want. I recommend
http://brawlcustommusic.com
4. Find the songs you want to replace
here. Find their name (example: X04, R10, B02) and rename the brstm you want to replace it with to that. For example, if I have a Legend of Zelda sound track that I want to replace "Dr. Mario (Melee)" with, I see that Dr. Mario (Melee) is W20. I name my sound track W20 and put it in the strm folder. A little tip that it doesn't mention there: R03 is the Hanenbow ambience.
5. Now just play the music in game and it should work! I recommend keeping a text document saying what you've replaced with what, so you don't forget.
Happy music modding! Music changes won't cause desynches, just by the way. The menu/CSS music IDs are:
X01 (Brawl Main Theme)
X02 (Menu 1)
X03 (Menu 2)
W30 (Menu (Melee))
Then, in the brawl menu, go to Options. Then click "My Music". I forget if it's on Page 1 or 2, but there's a "Menu" option. Adjust it so only the tracks you want can play.