Similar to the putting the images on:
1) Create a new folder on a USB stick
2) Put your mp3s into this folder.
3) Switch on your PS3 and go to the Music menu.
4) create a new Playlist called "KONAMI_PES", However, make sure that there isn't a space after the word "PES" (an extra space sometimes gets put on the end of the last word when you press the start button on the controller.
5) scroll to the USB stick but dont press X, instead press Triangle and select "Display All" form the menu. you should now see all the folders on the USB stick.
6) select the mp3s and select Copy. This will copy them to the PS3s harddrive.
7) When the files have copied over, go to them on the PS3 and select "Add to playlist". Select the previously created Playlist "KONAMI_PES".
8) Now load the game. When you go the the Chants section and select custom you should see all the mp3s that you added to the Playlist.
Hope this helps.

I got this to work and it shows up in game, however the mp3 i used to test it with wasn't a proper mp3 or something and it couldn't play the file in-game.