Hey I will teach you how to change you background music in Final Fantasy XI.
Please note that this can only be done on the PC version.
Also this could be an violation of the ToS of Square Enix.

Legal Mumbo Jumbo.
I also will not be held reasonable for any damage this may course to the game.
Or the termination of your account if it violates the ToS.
This is just a simply a guide for them that wish to change the cosmetic side.

Since this will not give any advantage or disadvantage to the game, I hardly doubt that this will incur the wrath of Square Enix.

First of all download this software.
Ximc
And this mp3 Ronfaure (Vocal Version)
You will also need an Audio Converter.
Daniusoft MP3 WAV Converter is a nice free one.

• First convert the audio file to WAV.
• Open the Ximc file and pick which Background music you would like to change.
• 
• Click on the button below the WAV -> BGW
• Find the location of the WAV file you want to add.
• 
• Once selected your WAV file and clicked on the open button, the file will now be converted and in the same folder as the WAV.
  In the case of Ronfaure it will be muisc109.bgw
• Go to C:\Program Files(x86)\Playonline\SqaureEnix\Final Fantasy XI\sound\win\music\data
• Remember to always backup your file before adding the modified file.
• Also do not do this will Final Fantasy XI or POL is still running.

If you would like the already converted version of the Ronfaure (Vocals) then click here.