This took me a bit of searching through settings and blogs but I found that if you start your music and then go to the home screen the device will not stop playing.
In my case I am using a Samsung Galaxy S III and have enabled the motion detection, which means that when I turn it over it pauses the playing song. The idea being, if you get a phone call when you are listening to music that is a fast way to shut it down. But this very useful feature does not work when you have gone to the “home screen” which is about the only disappointment I have with the device after 3 days of serious testing.
I would prefer to leave the S III on the music player and have the screen seriously dim or turn off (to save power) when on the Music Player but this does not appear to be possible with July version of Samsung Android 4.0 .