I'm not familiar with the Active app, but I'm guessing that there is an option to play music from a selected playlist. What if you disabled that option and just run iTunes as a separate app? I'm also guessing that you are using an iPhone, and if that is the case, the iPhone will run both applications simultaneously. Maybe I need a bit more information in order to help you.
For what its worth, I run with an iPhone, the RunKeeper app, and fire up iTunes or Pandora separately.
-bill