HI Stucki,
you can for example write a script which will set the volume down
#include "scripts/base.inc"
var cvolume = Game.GetMusicChannelVolume(1);
while (cvolume > 0)
{
cvolume = cvolume - 1;
Game.SetMusicChannelVolume(1,cvolume);
Sleep(some time according to desired speed of fadeout);
}
Then attach your script when necessary through
Scene.AttachScript(path to your new file);
Better way will be if you make an object for this but it depends how heavily you will use this functions.
Hope that helps.
Ps. entirely untested because I am still sitting at work but you can give it a try.