I have downloaded a song from iTunes and I want to also use my video camera but every time I click on the camera icon my iTunes song cuts off. Is there a way I can link these up because while I'm taking my video I want that song playing in the background. I am new to iPad so I'm not sure of all the little tricks.
No, it isn't. The iPad's audio input kicks in when you set the camera to video and it will pause any audio playback. If you wish to add audio to any video you have taken, you will need to do so after the fact using an app design for such (iMovie, Pinnacle Studio are two of many available).