How to make multiple tasks at once?

Hello everyone. I've got a little problem with a LED game that i'm working for.

I'd like to know how to give different orders to the Arduino and make them work at the same time

Like turning on two LED's with different delays at the same time.

I apretiate your support guys.

I'd like to know how to give different orders to the Arduino and make them work at the same time

You can't. You can do ONE thing at a time. Now, the time between turning one pin on and turning the next pin on is measured in fractions of a microsecond, so that might fit your definition of "at the same time".

The blink without delay examples shows how you can blink an LED without interfering (or only marginally interfering) with other thins that the Arduino is doing.

Like turning on two LED's with different delays at the same time.

THAT is your problem, right there. You need to STOP thinking about using delay() ever.

Do not create multiple threads on the same topic.

There are many guides and writeups for what you're asking about - it is the most frequently asked arduino programming question. There are at least three in the Useful Links and Guides thread:

http://forum.arduino.cc/index.php?topic=384198.0

it is the most frequently asked arduino programming question.

No, it isn't. "Why does the code I didn't post, using hardware I'm not telling you about, not do what I want?" is.