There's no way to make it play in the background, but the next best thing might be to make it play off to the side. You can specify the position of a video clip, and the position and size of the map display. If you make the media clip non-modal, it should be able to play at the same time the game plays, but if you don't put it off to the side, it will overlap half the frames (I mean the whole frame half the time -- every other frame), depending on your video driver. I'm pretty sure there's no way to make it show up in the background no matter that driver you have, though. And I'm not even entirely sure that you can make it show up side-by-side.
If you could turn it into full-screen tiles, you could play the sound separately, but I doubt that turning a video clip into tiles is practical if the video clip was 60 MB to start with. I don't think DirectX/GameDev will handle a 60 MB tileset. It might be an interesting load test to see just how much DirectX/GameDev can handle (it can handle some things I didn't expect) but it might be a waste of time to try this.