Install Steps:
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1. Locate to your Fallout 4 directory folder (If you're using steam it's usually SteamLibrary/steamapps/common/Fallout 4)

2. Next open Data folder, there should be a 'music' subfolder already in there (I've never not seen a music folder but
if for some reason there isn't one then you can manually make a music folder)

3. Once your music folder is open you may see a 'special' folder. Again, if you don't, then simply create one called special.

4. Drag and drop the MUS_MainTheme.wxm file into the special folder and that's it! 

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To revert back to the original theme song just delete or remove MUS_MainTheme.wxm from the special folder
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'A Sad Theme' Menu Music Replacer Mixed by stevenrama, Original music created and respectfully owned by Bethesda.