Loading music for different levels

Okay, so here is my problem. I have a game that has different music files for different levels. It doesn't make sense to load the music for level 2 in frame one and I don't want to load the music for level 3 until level 2 has commenced. Is there anyway to control how the music is loaded? The music is in the library.

Thanks!

Why dont you load the music externally?

I was afraid that would put a huge load on wherever I had the files externally. Is that not the case?