There is no secret to the benefits of music, but a recent study done by UCLA suggest that listening to music while studying can impact ones ability to retain that information. The study focuses on the concept of multi-tasking in general but uses music as one example of multi-tasking. The study talks about what part of the brain is used when performing certain task. And depending on what the tasks is and the part of the is brain being used, your ability to learn is affected if there are other distractions such as music.

So, I guess if your are learning Mandarin turn that music way down or off, but if you are learning to play online poker its not so bad.

You can read more about the research here.

Another related article:
Study suggests kids can't study and groove at the same time