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Sorry, I don't know how to explain what I will like to know, but I have a video for reference.
http://www.youtube.com/watch?v=KZwV7uvUajg

In this video, there is an extra sound which is pingas, is there some program that does that automatically or how does someone accomplish to do something like that ? I'm sorry if the question is too confusing.

Use multi track recording. Apple's Grage Band will do this. Basically you listen to the music while play the samples. What you play is recorded to a track that is parallel to the music

see this: http://en.wikipedia.org/wiki/Multitrack_recording
 
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