OK if these dont work, nothing will.
Re format your SD card (i cant remember which one, but you have to format it to a certain type, IIRC it was FAT?) and make the nesecary folders for the gct file and gecko OS. With those being the only things on your SD card, now load your brawl and play a match. After it is over, try some custom music.
If that doesnt work, try deleting your save file (back it up), and trying custom music on a fresh save file (make sure you do the first method first though).
I'll try the first thing, but I can't back up my save file because I'm on Wii Menu 4.1, which block the unlock copy-protected save files exploit. =/