if u leave your music playing it should play in the background while using other apps. With games (and other apps such as youtube, or radio apps) they usually are able to suspend whatever music is playing so that you can hear the apps audio.
with some games you can turn off the sound. while in an app (like a game) u can double click the home button and the "multitask bar" will appear at the bottom of your phone. Swipe it to the right, and your music controls should pitch up. Click the play button there and that should resume your music playback.