First GT game huh? Sorry they don't blare screamo and gangster rap at you, and I hope they never do. The menu music is something that gives the series its charm and character.
But you know what's great about the series? Ever since 3, you've been able to chose what music you want to play during races. And now in 5, you can choose what music you want to play all the time. From the GT life screen, click on the button that is a musical note. Now press triangle on a song, and you can chose whether it plays during races, menus, slideshows, or never. WOW! The little things that reading the manual would've told you.
Oh, and yeah you can also use music off the PS3's hard drive in menus too. Again, reading the manual would've helped.