Just posting this here so I don't forget how to do it :) This is the best tute I found for converting mp3's to UMX

-----------------------

Let's Get Started!</b>  <br>Here is a list of what you need installed before you start. Make sure you have all of these before beginning:<br><br><b>*</b> UnrealED (If you get the start-up error, <a href='http://www.oldunreal.com/patch/UnrealEdFix4.exe' target='_blank'>use this</a>.)<br><b>*</b> <a href='http://www.modplug.com/forum/showpage.php?p=download' target='_blank'>Modplug Tracker</a><br><b>*</b> Audio Converting / Editing Application (I use the freeware, <a href='http://nch.com.au/wavepad/masters.html' target='_blank'>Wavepad</a>.)<br><b>*</b> Make sure your computer can handle this process. Most computers that are Pentium II / AMD K6-III with 422mhz or higher can usually support it. I reccomend using a Pentium 4 (1.2ghz+) or an AMD Athlon XP. I myself use an AMD Athlon 64 3200+ 2.2ghz. Faster the computer, the faster the process goes.<br><br>Now then, install all those applications if you don't have them already installed. Grab the MP3 or the WAV that you want to use for this process, and open it up (File Open File) in Wavepad. First thing after the wav is open, you'll see the wave pattern in green across the main window. You'll need to set the wave with these settings:<br><br><b>*</b> Sample Rate Of 22050 (FILE Convert Sample Rate)<br><b>*</b> Convert audio channels to MONO (FILE  Convert Channels  MONO)<br><br>Now go to FILE Save File As and save it as a .WAV file. It will prompt you with a box that looks like this:<br><br>

<img src="http://www.oldunreal.com/UnrealReference/mp3_2_umx/images/figure01.jpg"><br><br>Use the settings I defined on that. After it has saved, right click on the file on your PC, to to PROPERTIES, and see what the file size is. If it is above 6MB, you may want to open it back up in Wavepad and change the sample rate lower than 22050. The lower the sample rate, the lower the quality of the sound, the lower the file size. Most people won't want to wait around and download a 6MB+ file from your server.<br><br><b> Modplug Tracker</b>  <br>Ok, now its time to open up Modplug Tracker. Go to FILE Open, set the little drop-down bar at the bottom of the openbox to detect only .WAV files, and find your music file on your PC. After its all loaded, you'll see that it has filled up the big empty area of the application with five (or more) tabs, click the one named Patterns. You'll see near the bottom half of the screen that theres a long list of numbers and theres something like C-5 01  .. A1C on the very top one (it won't be exactly that number, thats just an example). Select ONLY the A and the two numbers after it (Ex:<br>A1C), right-click on it once its highlighted, and copy. Now, you'll see at the top area of the screen theres an area that looks like this:<br><br>

<img src="http://www.oldunreal.com/UnrealReference/mp3_2_umx/images/figure02.jpg"><br><br>You enter Modplug on the default 0 part of the patten, you now need to click the first 1 to the right of the 0, highlight the spot where the A## was on the ROW 0 (not column) of pattern 1, right click, and paste. This sets it so that when the Unreal Engine plays the game, it won't think the UMX file is empty after the 0 pattern ends. This defines it for the rest of the 1 patterns following it, so don't bother pasting on them too.<br><br><b> The Final Step!</b>  <br>Go to File  Save As, change the name to what you want the UMX's name to look like, and save it as a .IT file. Now, all you have to do is open UED, click IMPORT and load up your song. Save it as a .UMX file, and you're finished.