mondo84: In that case I think you'll be fine using a program like Alcohol 52% ([url=http://www.free-downloads.net/programs/Alcohol_52__Free_Edition?__utma=1.1286920216.1355604703.1355604703.1355604703.1&__utmb=1.4.10.1355604703&__utmc=1&__utmx=-&__utmz=1.1355604703.1.1.utmcsr=google|utmccn=(organic)|utmcmd=organic|utmctr=(not%20provided)&__utmv=-&__utmk=191731882]free download here[/url]) to make an image of your game CD and run it from there.
However the game reads the music on disc, it should take care of itself. Unless you are talking about games which have a separate disc with music tracks. I can't think of too many games that did that, aside from a few first person shooters that allowed you to put in any CD and listen to it while you played the game.
I don't want to create my own CDs either. The whole objective is to get away from using CDs at all, and not relying on other installed software to be running the music for me. See, DOSBox runs the game and the music via cuesheet images, and as DOSBox is portable, GOG bundle it with their DOS games, so it is all one nice package.
Just for reference, the game I'm trying to do this with at the moment is Carmageddon 2. I have the CD tracks ripped to mp3 file, now I just want to get them playing in the game. It is looking like I may have to go with running a music player in the background, which isn't ideal.