GTA IV: custom radio station?

I noticed on the 360, there wasn't an option to have GTA IV play any mp3s or anything else on my 360 system. Is there some other way they wanted you to do this?

Thanks.

You press the guide button on your 360 and play music from there.

I do not know if the ps3 version has it, but the 360 doesn't have ingame custom you have to turn off music ingame and then load music via the guide button.

Thanks.  I preferred the custom radio station of the previous GTA games though since
when I got out of the car, I didn't want to keep listening to music..lol..man.  I wonder why
they removed this feature?

That's pretty cool, I had no idea you could do that. Damn, I would have taken advantage of it if I had known it was in there. The music in the game was pretty good though, but I always like hearing my own tunes.