There's actually quite a few steps. I found it long at first, but now it's second nature. I'll simplify each step so you can easily follow.
The easiest way to rename song files is to download and run BrawlBox v0.63. You can find the download
here. It's under "Downloads" by Kryal. When you're done, extract everything to a new folder.
Do the steps as you read them so you don't get lost.
Step 1
Run the BrawlBox application. You can tell which one to open because only one is listed as an application.
Step 2
You need to have your SD card or your PM folder with the files in the computer. It's easier if you just stick your SD card in.
File ->
Open ->
Computer ->
Removable Disk (G ->
projectm ->
pf ->
info2 ->
info.pac
Click MiscData[140]. Highlight the first title to the right of it. The way to find the title you're looking for is to press the first letter continuously. The song title you want to replace is "Ending (Metroid)", so press "E" until it highlights it. There's a box where you can type. Replace the title with "Feel Our Pain (F-Zero GX)". Click
Save after.
Step 3
Right click
MiscData[140] ->
Export ->
Desktop ->
Save
Step 4
Back to BrawlBox application ->
File ->
Open ->
Removable Disk (G ->
projectm ->
pf -> menu2 ->
mu_menumain.pac
Right click MiscData[7] ->
Replace ->
Desktop ->
MiscData[140] ->
Save
You're done! Export your SD card and see for yourself when you play.
info2 shows the song title and the start of the game, while menu2 shows the song titles in the menu.