The PS3 XMB only supports limited multi-tasking capabilities. You can:

• listen to music while browsing photos
• can listen to music while surfing the net
• download from the PlayStation Store while surfing the net, listening to music, playing a video or browsing photos

You cannot:

• do anything while playing a game
• do anything while playing a video

To multi-task simply press the PS button and perform another action. For example, listening to music while surfing the Internet can be done by first playing a song. Then, press the PS button and open the Internet Browser. This works similarly for viewing photos while listening to music.