You have to go to the options menu and than to audio about 3/4 the way down you'll find the options you'll need to change. But the thing is that it doesnt add to the GT5 playlist it replaces it all together with your personal playlist (only plays your tracks while racing)
will doing this also change menu music? i hope so cause im getting tired of the music in this game. its elevator music and its driving me nuts. no pun intended