(Sigh) Modding usually needs quite a bit of self-initiative
1. Read here for how the music works:
http://wiki.tesnexus.com/index.php/Fallout_New_Vegas_Music
2. Get FOMM from here:
http://www.newvegasnexus.com/downloads/file.php?id=36901
3. Get the Fallout New Vegas GECK from here:
http://fallout.gamesas.com/eng/downloads/updates-GECK-fnv-eula.php
3a. If you don't have Fallout3 or NV create a new text file in the folder where you extracted FOMM to and rename it to "Fallout3.exe"
4. Install FOMM and the FONV Geck
5. Right-click on Skyrim.esm and use "open with" and choose FOMM. If you don't have an "open with" option hold SHIFT while right clicking.
6. In the TESsnip window select file/new.
7. click on the "+" at Skyrim.esm and search for GRUP (MUST) select it and press Ctrl+C
8. Select the "New plugin" and press Ctrl+V
9. Now search for GRUP (MUSC) and again use Ctrl+C and Ctrl+V to copy it.
10. Save the new plugin.
11. Open the new plugin in the FONV-Geck (need to copy it to your FONV Data Folder first)
12. Create a new Media Set for each of your new XWM files.
13. Add that new "Media Set" to each "Media Location Controller" that is named after a region/scenario where you want that tune to play.
14. Save the ESP, copy it back to Skyrim/Data
15. open the ESP again and activate the TES4 entry.
16. Double click on MAST and replace "FalloutNV.esm" with "Skyrim.esm"
16a If TES4 only contains HEDR and CNAM forget step 16
Completely untested, it might work, it might not. If it doesn't work, either you or I did something wrong, or NV handles music differently than Skyrim. In the first case you need to experiment a bit, in the later you need to wait for the Creation Kit.