I figured it out! Highlight the Princess on that one screen (you know, where her and the Retainers are all around that table) and pick the picture that you want to show when you start the game up again.
Tell the game that you want to create a new message. When the text editor comes up, you can either highlight the bottom left corner (where it says ABC) or press Select to change over to the numbers and symbols.
The three musical notes at the bottom left corner are the temp of your song: slow, medium, and fast. The rest is fairly easy, it's just like composing the Town Tune in Animal Crossing.
Edit: I've found out some more.. The little arrows pointing up and down (just to the right of the musical notes) raise or lower your notes an octave. To use them, place a note then make sure the cursor is one space ahead (ie: you have an E placed, and the cursor is here so it looks like this: EI)
Now highlight the arrow of your choice to raise or lower that note an octave. This also works with the # signs to the right of the arrows.. #'s with arrows make your note sharp AND raise/lower the note an octave.
Farily simple and a lot of fun.