Load itunes/wmp in the background, create your playlist, hit shuffle, play. Turn it up, but not to maximum.
Go into Burnout Paradise, turn down music volume all the way, and mess around with sound volume until it's at an appropriate level to match the volume of your music. That's the only way you're going to do it. I use it and it is really no different than a custom soundtrack option in the game, since music is playing all the time anyway.
Yep, running a background media-player is about the only thing you can do if the game doesn't support it. That's one thing PC games have over consoles at times; ANY game can have a custom Soundtrack, not just specific ones that have it as an added-feature.
If your KB has Function/Macro keys, you should/might be able to program media controls to that so you don't have to minimize the game to skip a song you don't want to listen to...
My first self-built gaming PC. Born on 1/14/08: Core2Duo-E8400 3.0GHz|Gigabyte EP45-DS3L|4GB Corsair DDR2-800|ASUS HD-4830 512MB|OCZ-500W PSU|CM Centurion 534
There's something called a Dashboard in the 360 that can play music. So any game on the 360 can have a custom soundtrack. The only thing is that some games have triggers to switch off the music in key events, like cutscenes, etc.
I think Sony is calling theirs "Dead" - because that's what it is. - lukma_nohands Joshua is a regenerating princess. :D - Trilroy