Developers in Windows Phone 7.5 can use Background Agents feature to empower their application to run code in the 'background' regardless of whether or not the application is running.
"This is a radical development. Applications on Windows Phone can now deliver experiences that can dynamically perform operations in the background."
There are a wide variety of scenarios that this can enable, from driving a live tile locally on the phone, to periodically updating a server application with location information, to periodically downloading new content from a web service in the background.
In this video, Alex shows you how to modify an existing application to take advantage of this exciting new feature.
Code Samplefor this video is available here.