Well, since new levels require new music, I also discovered that JJ2+ supports MPTM modules.

MPTM is the OpenMPT Module format. It can be used in several games. I can also convert MPTM to MP3 or OGG, since OPL samples in MPTM modules in JJ2+ won't work.

If you want to use MPTM modules, do it at your own risk.

EDIT: Oh, and you can make MO3 modules in OpenMPT: simply open the original module, click File, select Save Copy, to the right of the filename type .mo3, and voila! You created the MO3 module using OpenMPT! It's not that hard, is it?