Why do you want to change the BGM? There must be some point where you say "okay, now I want THIS BGM to play". That must be an event. Put the command into that event.
If you want a different battle BGM for each map, then on each map add an event that's set to parallel process, that does the Change Battle BGM command, followed by an Erase Event command. That means each time a new map is loaded, the battle BGM will be set correctly for that map.
If you have a boss battle and you want a different BGM just for the boss, and then to change back to the regular BGM, you will have an event (you'd normally use a Battle Processing call in an event for a boss battle rather than random battles anyway). Do the Change Battle BGM command to set the boss battle BGM, then call Battle Processing, and then do another Change Battle BGM command afterwards to set it back to the regular BGM.
If that doesn't help you enough, then you need to provide more information about why, and when, you want the battle BGM to change.