在播放音乐的时候屏蔽back键

Most of the time you need to create a Service to perform something in the background, and your visible Activity simply controls this Service. (I'm sure the Music player works in the same way, so the example in the docs seems a bit misleading.) If that's the case, then your Activity can finish as usual and the Service will still be running.

A simpler approach is to capture the Back button press and call moveTaskToBack(true) as follows:

@Override
public boolean onKeyDown(int keyCode, KeyEvent event) {
    if (keyCode == KeyEvent.KEYCODE_BACK) {
        moveTaskToBack(true);
        return true;
    }
    return super.onKeyDown(keyCode, event);
}

I think the preferred option should be for an Activity to finish normally and be able to recreate itself e.g. reading the current state from a Service if needed. But moveTaskToBack can be used as a quick alternative on occasion.