With Tiger (10.4.x), Front Row was a direct extension of whatever iTunes was doing...if you were listening to a song in iTunes, and activated Front Row, it immediately showed you an option for the 'Now Playing' screen of whatever you were listening to.
Now, in Leopard (10.5.x), if you are listening to a song in iTunes and activate Front Row, that song actually stops playing and you have to choose over again what to listen to (or watch).
I'm not sure whether this means Front Row just resets whatever iTunes is doing when it is invoked, or if the Leopard version of Front Row has it's OWN audio engine that is simply accessing the iTunes library file to find your music and other media.
If it's the latter, you may be out of luck as far as streaming audio from Front Row over your Air Tunes speakers via Airport Express. However, if Front Row in Leopard is simply resetting iTunes, your music should begin to stream through Air Tunes as soon as you start playing it through Front Row, provided you have the Air Tunes setting turned on in iTunes preferences.