Play the music on your computer, without speakers hooked up (or plug in a set of earbuds if you're using a laptop, to disable the external speakers). OBS will pick up anything and everything going out over the default system audio output, by default.
Do be aware that playing copyrighted music on your stream, regardless of the source, without a rebroadcasting license is copyright infringement. Doesn't matter if it's from a CD you own, YouTube, Pandora, or a paid service like Spotify, Grooveshark or Pandora One. All illegal unless you have explicit permission or are complying with a publically posted usage license.