Is there any way to play games while listening to Mp3s?
Yes – you can use software like UltraMp3 and Mp3Go. The minus point is that the sound will be in mono and much lower quality (read:terrible). Another way is to load the game you want to play, press the Music Player, play the songs and go back to the game using Task Manager. Some games load themselves fully in memory and may still be playable, so it is worth a try.