I should know this as it's my families faveourite football team... but i didnt, so had to resort to Googling....
The club's anthem is "Wild Rover" by the Pogues with adapted lyrics to offend the club's main rivals Blackburn Rovers. Before kick-off, the song "Requiem for a Tower" by Corner Stone Cues is played. When the team scores, the song "Tom Hark" by the Piranhas is played.
Tom Hark's obviously a bit of a sporting favourite as I heard it played on one of the recent 6 nation's games when a try was scored and I've heard it previously at football matches as well.