Playing Music on the PS3

Is there anyway to play music while playing a video game like you can on X-Box 360? I mainly play Call Of Duty World At War and maybe a few other games, but I cannot listen to music as I whoop peoples butt's online (JK) so I was wondering if there is anyway possible to make it like the X-Box 360.

Only a few games have that option... and thats only if the devs are nice enough to include it. Really hoping Sony will release some new firmware or update which will allow us. But in the meantime, just blast your stereo or sumthing while you play. It should compensate.