Music stops on incoming/outgoing calls and resumes upon call termination. If for some strange reason you want the caller to bounce around to Britney rather than hear what you're saying, you can forward the call to some other number that is provisioned with a facility that offers music on hold or inband broadcasting, or a PBX with similar facilities. You realise of course that when you do transfer you surrender the control channel for the call to whatever mechanism picks it up for you. The call is effectively terminated on the blackberry.
What exactly are you trying to do?