Function similar to delay

Function similar to delay I just have read that delay stops everything while it's counting but is there another function that won't interrupt the program during the delay?

No. Take a look at blink without delay.

Mark

http://arduino.cc/en/Tutorial/BlinkWithoutDelay

http://playground.arduino.cc/Code/Timer
http://playground.arduino.cc/Main/MsTimer2
You can use liberary also

boolean delay_without_delaying(unsigned long &since, unsigned long time) {
  // return false if we're still "delaying", true if time ms has passed.
  // this should look a lot like "blink without delay"
  unsigned long currentmillis = millis();
  if (currentmillis - since >= time) {
    since = currentmillis;
    return true;
  }
  return false;
}

// and then like:
  if (delay_without_delaying(atime, 100)) {
    Serial.print("A");
  }