I used to just listen to the game music but eventually grew tired of the default heights song. For a while I ran winamp at the same time but found that the music playing often didn't suit the track. So, now, I mostly run without music at all.
Thx for the quick replys guys, and now after playing for so many years, now when i here some certain songs, all i can think of is MTM2) you ever get that ?
I ususally listen to other music from other video games. Or I'll grab some metal from newgrounds. The advantage to this is, no words, still feels like game music, just different music.