Do you have iOS 7 or later? If so, follow these steps:
1. Leave the Music app. Make sure a song is playing first.
2. Swipe the bottom of the display to the top to open the Control Center.
3. Press the "play" icon to play your music. It is located in the Control Center, on the bottom-left corner of your iPad.
After Step 3, you are now free to put your iPad to "sleep", and your music will still play.
I apologize if I sound a bit snarky... just trying to help 😉