The game uses fuz files; you should try to convert your wav files into fuz files. There is a mod that does that: http://skyrim.nexusmods.com/mods/9797/? This software works for "unfuzing" files as well as converting wav into fuz files.

What exactly are you trying to do?

If you are trying to just replace Vanilla music files, you have to have the same directory path they use as in the bsa and use the same file name as those you are trying to replace.

They could be in either

...Steam\SteamApps\common\skyrim\Data\Sound\Voice\

...Steam\SteamApps\common\skyrim\Data\Sound\fx\Mus\

Wav files will work if you do not need lip synch. If you need that, you'll need fuz files as LadyontheMoon says, although the lips may not actually be in synch. Otherwise, wave files will work fine. You don't even need xmw format for just replacing background music files.

If you are using Custom files with a mod, such as Play and Bash or Become a Bard, you'll have to refer to that documentation and double-check everything it says.

Or at least post what sound mods you are using.

~.~

Guys, I'm just trying to add new music, when adding a new track, there isn't even an option for adding .fuz files, but I'll try anyway.

Okay you don't need .fuz and you don't want .wav either, apparently .wav can cause CTD what you need is your music tracks in .xwm format. Put your files in .....\data\music\

I used .....\data\music\dungeon in my mod.

Go into CK and you will need a new form or duplicate under Audio -> Music Track, in the form set it as single track and under choose files direct CK to your directory and file ( the drama here is CK only wants to recognise .wav format so when you are in the right directory just type the file name with the .xwm). I only wanted different music tracks for my dungeon levels so I then went to Audio -> Music Type and created new forms which looked for those Music Track forms which I just created, you can include multiple Track forms here and set many different funky things that you want to happen with the way the music is played.

Last thing I did was edit my cell properties to look for the Music Type form and it work fine, there are other ways to get music such as under combat conditions but I nevewr played with that.

False alarm! I figured it out!

If you selected your way to the right path when you choose the file then I have no idea why it's not working for you. I can only give you a work around, create the form and let CK gripe about the invalid path. Save it and open up the form in TES5EDIT find the field for the Music Track path there, edit it and see if that works.

I was being an idiot; I had it under data/sound/music .. not data/music .. *facepalm*