depends on the driver/card you're using, with my 3945 card and the compat wireless drivers, i can inject/monitor with the new device it creates (mon0) while still connected to an AP with the wlan0 interface (which stays in monitor mode).
I'm not certain, but i think its the same thing with atheros cards, it creates a new interface (ath0) which can be used for injection/monitoring while the original interface stays in managed mode.





