For a very basic overview, get a program like http://audacity.sourceforge.net/. Set the preferences to 44100 Hz mono. Save your files as .wav or .ogg.
Open an info in the Geck and use the Audio section near the bottom to create a dummy file (press record, then done then save). Overwrite the file that the Geck makes with the one you made with Audacity. It has to be in the same location and have the same file name as the dummy.