Hello boys and girls.
If I want to run 2 programs (Lets say: A game and Amarok) It seems like the system is streaming (I mean, I hear) only one of the programs that running on. It means I cannot play games like ET and listen to the music.
I'm using Ubuntu btw.
Hopefully get helped here, again.
Thanks in advance.

Tell us you,re system configuration ,like processor , Ram and so on.
And maybe we know the answer

all the best

Ok.
My processor0 is AMD Athlon XP 3200+ 2.4Ghz, and I have 1GB of Ram.
My sound card is using nForce drivers.

When you,re using the programs you mentioned what is you,re processor load ?
And how much RAM is used ?
If the load is to heavy than those things might happens
If I am updating for instance than already the system works slower,even may processor is dual core
and I use 2 GB RAM
all the best

Normally only one program at a time can use the soundcard.
That is why sound-daemons are used. These access the sound-card and mix input from different applications together.
jack, arts, esd and pulseaudio are such things - pulseaudio is what is to become _the_ solution AFAIK.
Do you have one of these active?
Your programs should be configured to output the sound to that daemon instead of directly to the sound card.
Control-panel - audio-settings (you still did not say what linux-distribution or what desktop-environment you are using)

And as far as i know, the program has to be written specifically for this. So your particular game+music situation may not work.

Hmm - good point.
Amarok does work (I think this is a safe assumption)
But the game might not...

Oh, this is su*ks. Is there any solution I can play a game and listen to a music? I mean, let's say this: I cannot even play a game (Like Enemy Territory) and use the Teamspeak (or Ventrilo, this is really doesn't matter) at the same time. How su*ks.
I'm using the newest Ubuntu btw.

It was only guesses - nothing definitive!

Maybe you should indeed have a look at System --> Preferences --> Audio
You can select the Output-Devices to be eighter of: autodetected, alsa, oss, your sound-card directly or pulse-audio

Only very few modern programs will not be able to use alsa - the best choice is probably pulse-audio.
The problem you describe is why it was invented...so to say - to be able to hear from more than one source at once...

I'd have to point out that in Windows, if you're allowed to do this, it also means the computer can tie up. Doesn't that su*ks more?

Linux is trying to prevent the computer tying up at all costs.

(Just reminiscing when I heard 2 WAV files playing together in Win98, how ecstatic I was)

But, let's say this: If I wanna to play a game with my friends, and I want to talk with them on a Ventrilo or a Teamspeak, I cannot even do that because "Linux is trying to prevent the computer tying up at all costs.", wtf.

What he was actually saying is: linux will not allow this way to lock up your computer.
He was not saying: linux does not allow using multiple audio sources at once.

To make this possible, things like pulseaudio, esd, arts, jack, dmix... have been invented - I already said that.
Did you not get this and instead of getting to fixing a probably simple configuration issue just want to say "wtf" & su*ks?