Streaming Audio Files in Background (while doing other tasks with the Note 5) ???

When I stream an audio file on my Note 5, it plays in the Google Play Music app that came with the phone. If I click off of the app as it plays the file, the audio stops playing altogether and the app basically closes. I have to restart the stream and then find the point that it stopped to resume. So, I cannot do anything on the phone with the audio playing the background it seems. I believe this happens if I play a video via the stock video player app as well. Is there a way where I can play such files in the background while I surf the 'net or do other tasks on my phone? Is there an app that might accomplish this on Android??? TIA.

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