I think this is a rare misstep by Apple and I hope they will correct it but since upgrading to the Leopard OS we can only stream audio through the Airport Express using iTunes. When you activate the elegant Front Row interface you can only play music through the computer speakers, not the remote speakers. I've checked the online discussion forums and this appears to be a true "bug."
Ouch! Thanks for the heads-up, Roy; I was thinking of upgrading.
I was mistaken in my initial post. This is not a "bug." Leopard was designed this way. The Front Row help text clearly says that when you launch Front Row anything playing in iTunes is paused and will automatically restart once Front Row is closed.