Can U tell me What Is Format Of Music Is The main soldat theme?
And How Can I import Mp3 or .wav Into this format?

They're .it files, google around, I know there's a changer but I've forgotten it's name! ><

On the other hand, if you just want to listen to them seperately, Winamp can handle them (as in play them, not convert them)

EDIT: X:/??/Soldat/Sfx/Modules

X is your HD and ?? is any prefacing folders (like "Games" or whatever) the music is in the Modules Folder shown.

Winamp plays AND converts (to .wav) them, if you know how to use Output plugins.
From the Soldat FAQ (http://www.soldat.pl/faq.html):
20. Can I convert the Soldat music to MP3?
Yes, download ModPlug Tracker from http://www.modplug.com .
Open the music files:
Soldat\Sfx\Modules\bloody.xm
Soldat\Sfx\Modules\gore.it or
Soldat\Sfx\Modules\necro.it
and save them as an MP3 file.

Yes I Know That WinAmp Can Play This Music
But I want To Import Some My Music Into Soldat As Main Soldat Theme.

register and use the mp3 input box

That won't work, fool. The main soldat theme is "soldat.it", which is located in the folder sfx\modules. If your music is in IT format, great, otherwise you can't change it (well, technically you COULD use a wave file as one huge sample, but that would make a super-huge module...)

So....It is not possible as I understand?

It IS possible, but..

errr, just read BManx' reply.
The file would be big and it's not the way it's "supposed to be".