Ok, just extract everything in a separate folder by C&Ping the th12.dat and thdat.exe and then using command prompt, change it to the directory you have everything in and type "thdat x12 th12.dat", then delete the .dat file so it doesn't get recompiled with everything when you use the wildcard character, and type "thdat c10 * th12under10compression.dat". Then use the thbgmchanger and it should be able to work with it, but when you're done, you need to extract thbgm.fmt out of the dat file you just made and copy it to where you have all the other files and delete all extra th##.dat files, including the one under the different compression, then recompile to the th12 format by typing "thdat c12 * th12.dat" and use that and the thbgm.dat that you made with the bgm changer.
Whew. That was a mouthful.