How to present a keynote and start playing itunes music When I am in that full-screen mode presenting a keynote, using the iTunes media keys seems to just exit the keynote instead of playing a song from iTunes.

How can I play a song from iTunes whilst staying inside the keynote presenter?
Keynote can play audio across all slides, but it needs to be inserted differently. Rather than using the Media button to insert audio you need to insert your audio via the Document icon and then click the Audio tab, and drop your audio tracking this way. 

This audio then becomes a "Soundtrack" and will play across all slides in the presentation.