Note: This does not work on all versions of the game. Press Sleep when a song starts. After the audio fades away, press Sleep or Home. Enter your password if prompted. If done correctly, the song will continue playing while the game is paused. Resume the game just before it ends to get a large number of points.
Play song while locked
Start a song, lock the device, then get back in by entering your password. While the countdown is going press Lock again. The music will play while locked.