Keeping audio between all but one scene?

I want to keep my audio playing when I click on “Extras” and “Multiplayer” but I want it to stop when I click on “Singleplayer.” Does anyone know how to do this? I have created an Audio Source and have made it a child to my Main Menu object. My Main Menu object contains the script where I click my GUI buttons to change scenes. So would I use “audio.Stop()” on my MainMenu script?

Here’s my code for the MainMenu script:

#pragma strict

var myGUI : GUISkin;

function OnGUI() 
{
	GUI.skin = myGUI;
	
	if(GUI.Button(Rect(Screen.width/2-100,Screen.height/2-80,200,50), "Single Player"))
	{
		Application.LoadLevel(1);
	}
	if(GUI.Button(Rect(Screen.width/2-100,Screen.height/2-20,200,50), "Multiplayer"))
	{
		Application.LoadLevel(2);
	}
	if(GUI.Button(Rect(Screen.width/2-100,Screen.height/2+40,200,50), "Extras"))
	{
		Application.LoadLevel(3);
	}
	if(GUI.Button(Rect(Screen.width/2-100,Screen.height/2+100,200,50), "Quit Game"))
	{
		Application.Quit(); 
	}
}

To keep a GameObject (in this case the GO containing the audiosource) from being destroyed when loading a scene, use DontDestroyOnLoad (Unity - Scripting API: Object.DontDestroyOnLoad).

To turn it off when entering a specific scene, use OnLevelWasLoaded (http://docs.unity3d.com/Documentation/ScriptReference/MonoBehaviour.OnLevelWasLoaded.html), which is fired when a level is loaded. Check the name or number of the loaded level, and destroy or turn off the audio when you don’t need it.