I never got much out of the feature, but there's a mode where you swap the disc out for a music CD and play along to levels generated to go along withmatch the music.
As people tend to have digital music libraries (if they have a library at all), so it's more convenient to have a way to play custom music in an emulator, or at least convert music to burn to a CD. Lots of the guides online are very Windows-specific, and use a program called PowerISO, but most shit should work fine.