Oddly, as I recall, if you wanted anything more than silence in MP, you had to rip the tracks from your disc or use the infamous (taboo and unsupported!) cd crack.
People would always chide me for playing music while I played MP, but I could still hear people coming (though I did often mute it during KFY so I could hear the chirping better!).
My suggestion is to rip the music off your own CD and play it in a loop. You can cut the tracks to your liking and play 'em in winamp if you like.