I did a bit on this on a previous journal on my dA, and I had it happen again.
An inappropriate song is something that does not match the mood of whatever you're doing. If you're at a funeral (or reading about the death of a favorite character) you probably do not want to hear "Closer" by NIN or if there's a villainous monologue, "Cuppy-cake" by an adorable 3 year old is probably not the song for the mood.
Similarly, if you're reading a sex scene, and you're getting into it, you probably REALLY don't want to hear Peanut Butter Jelly Time. Because then you'll have to take a quick break as you giggle to yourself and write a blog about it. Like I just did.
Just saying. It totally breaks the mood. It happens more often than not, and I forget I have places to tell people about it :D