The segue from the Twentieth Century Fox fanfare directly into Here Comes Your Man is a thrill all readers of this website will enjoy. La La Love You is used to pretty amusing effect as well. Those Farrellys always have good music in their movies.
I don't think the Directors, or who ever the Forrellys are pick the music. Since that's my uncles job...he picks music for movies, tv shows, commercials...etc.
"Pissing a few moments ago I looked down at my penis affectionatly. Knowing it has been inside twice today makes me feel beautiful."
It depends I assume. If you had the musical interest of a fish then you wouldn't choose the music for your films. Likewise if it you had a lot of interest, like say a Scorpion.