Hi <africuervo> and welcome to the forums . . . .
Probably, the easiest way to do this is:
Create a new song on the Fusion.
Rename it to the title of the song you want to use . . . . .
I think
by default, it creates ONE midi track with Holy Grail Piano . . . .
Create TWO
AUDIO tracks - remember, Fusion Audio tracks are MONO and are 44.1kHz 24bit
If you want the Fusion to play in STEREO you need to SPLIT your original audio to left and right AND convert to 44.1/24bit)
Name them <songtitle> L and <songtitle> R - so you know which is which.
copy these to a CF card and insert it in the Fusion.
SOMEWHERE in the <SONG> or <EDIT> menus is the option to import audio to track . . . .
Select each track, browse to the CF card and import the audio - (suggest Track 2 LEFT and Track 3 RIGHT) (Track 1 is the Holy Grail . . )
You can probably delete the Holy Grail track at this point, if you don't want it.
Save the Song, and it should play . . . .
You do have the option to add tracks and play/record along with the Audio if you wish . . . .
Once you have AUDIO in a song . . . . DON'T alter the tempo of the song. The Fusion CANNOT pitch adjust and stretch audio to suit . . . . .

BTW - this is quite a good method if you want to record your own "Cover" of a song.
Use the Audio Tracks as the "guide" track while you add your own Bass/Piano/Strings whatever, then just MUTE the audios to see how you are doing - and eventually delete them when you are done . . . .
Hope that helps
parametric