I just upgraded my wife's 4th generation iPod Touch to iOS 5 last night. She went to play a white noise app through the dock connector connected to a Sony ICF-C1iPMKZ. It plays through the Sony clock until the auto-lock is triggered. Is there any way to keep it playing through the dock connector when the screen locks? It use to do this before the iOS 5 upgrade.
This is a problem I had with my app as well. Since iOS 5 an app is paused as if you had hit the home button when the screen locks. Unless the developer of the app in question adopts background audio, there isn't anything you can do.
My recommendation would be to find a few mp3s to relax, since Apple's music app runs just fine even if the screen is locked.