Well, I just created the script for you to play the background music (only support m3u format, because I assume you won't change music files frequently in the game.) for psx4all_nosound. Here we go!
1. Download the psm3u.sh.txt file attached (do rename it to psm3u.sh) and put it to /local/home/ (or somewhere you like). Make sure there is "mplayer.dge" in /local/apps/mplayer/ and "psx4all" in /local/emulators/ps/, or you may need to edit the psm3u.sh and change the path yourself (at the 7th and 8th line of psm3u.sh). I also recommend you to generate m3u file with GMU which is a great music player for Dingux.
2. Add the following entry to dmenu:
Icon = "res/emulators/psx4all.png"
Name = " psx4all_music"
Executable = "sh ./psm3u.sh"
WorkDir = "/usr/local/home"
3. Run this command in dmenu, you will see sth like the attached figure. Use X button to select m3u file, and start button to confirm. Now you should see the psx4all GUI and hear the music if you select the right file.
Note: You should know you are playing with fire when you use this script. I have to say playing music will slow down the speed especially for those games opened with bios. You will find this point yourself. However, for those 2D games such as "Romance of the Three Kingdoms V", it's perfect.