Setting when closing macbook

Hey guys, I just got the glassbook 2.4 the other day, totally loving it it's amazing

But this is my first mac, when i close the notebook, everything shuts off, like if i'm playing music on my iTunes it stops, for example. I've seen people close their macbooks and music keeps playing, I was looking for a setting in system preferences but i couldnt find it, where do I alter is so that the programs keep running when i close the macbook?

EricNau said:

Yes, that's the proper behavior, and it cannot be changed through a change of preferences; when you close the lid, the macbook is supposed to go to sleep.

However, you can run it in "clamshell" mode with an external screen, or you can install a program such as InsomniaX (which is a very popular 3rd party solution, however, it is not endorsed by Apple).

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So my friend had to have a program like that? He's not techy at all though he wouldnt know how to do something like that...