Can I create an application in the background? If there are any samples for this?
The foreground application can continue to work when the phone screen is locked (not the background, but ...) by setting the PhoneApplicationService.ApplicationIdleDetectionMode property. When you configure the application to start when the phone screen is locked, the user can quickly access the application when unlocking. However, when your application runs under a locked screen, it may consume power outside the user control. For this reason, your application should minimize power consumption when working in a locked screen.
In Windows Phone OS 7.1, you can actually use Background Agents to perform tasks in the background.
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