I also let the in-game soundtrack run...good stuff. Although, I suppose to be REALLY good, I should turn off the music and buy a 5.1 system for my bedroom as well so I can hear footsteps behind me.
On second thought...I don't care that much. Never mind.
I use to run it, but it doesn't play some mp3s and no wmas or other file types besides ogg. So I run a media player in the background. I usually load up my dieselboy cd mix files like the Dungeon Master's Guide or ProjectHuman.