there is one program called quakewamp, but i don't recommend it because after so many songs it runs the clear command through your console and you can't see what people are saying. and eventually it starts getting screwy.
All you have to do is throw a bunch of your favorite mp3s in zip file, raname it something like music.pk3, and slap that in your JKII directory. In your console type 'music metallica.mp3' or whatever the name of the song file is and the song will start playing. Bind a few of your favorites to some keys. That's how I do it.