Here's what you do:
1.) Right click on the MAP that has your world map and select 'Map Properties,' then select your BGM to 'OFF'
2.) On your world map, whenever your characters enter a particular part of the world that you want the music to change, have a 'Touched By Hero' event underneath the character and change the music to whatever you want.
3.) If you want the same song to play again, just before your heroes leave the area and return to the world map, just place in a 'Play BGM' event in the code before the world map displays.
Shouldn't be too difficult. Good luck.