This is something you can do if you have the materials to do so, but going out and buying all the stuff that you need just for this activity is just ridiculous.

Materials:
-Guitar amp that has an auxilary in outlet (the round red and white circle holes)
-Double ended audio cable with a 1/8 inch jack on one end and a 1/4 inch adapter on the other end.
-Mp3 or Cd player with your music on it
-A PS2, Xbox, etc (TV console systems) with game
-TV

What you need to do to start off is plug in all electronics in nearby outlets or you could also use a outlet panel. Plug the audio cable with the 1/4 inch side into the guitar amp\’s input and the 1/8 inch side into the mp3 player. Your setup so far should look like picture 1.
Now to bring in the video game console. Make sure you have it set up within reach of both the TV and the amp. Plug the video cable (the yellow ended one) into the video auxilary outlet on your TV, where you would normally plug it in. However the white and red ended cables should be plugged into the auxilary in outlets in the amp. For a visual reference, see picture 2 (note: in picture two the yellow cable coming from the xbox is the video cable and the black and red cables coming from the xbox are the two audio cables).
Now for the final step, switch everything on and start the game. The sound should now be coming from the guitar amp so adjust the volume there (if you\’re new to the functions of the guitar amp, make sure the knobs labeled reverb and gain or drive are at 0). When you get to the game, whatever game it may be, go to the sound options menu. From there, adjust it so that the sound effects and other such volumes are up and the music volume (the game music) is down. Start your mp3 player and enjoy shooting people or skateboarding to such bands as Led Zeppelin, Mudvayne, Breaking Benjamin, Slipknot, ACDC, The Jimi Hendrix Experience, Blink 182, and a HELL of a lot more.

Good Luck and Have Fun!