I have a Zoom H2N on its way to me now, it seems to be the one everyone talks about and can be picked up new for just over £100. The H4N is better but much more expensive. That's the end of my technical knowledge on this matter I'm afraid.
The zoom won't do it on it's own. You can record on the zoom and merge in the pc later, or you can use the zoom as a plug in usb mic and merge in the pc as you play. Either way you need a pc and music editing software, like audacity.
Or you could play your backing track quite loudly near the zoom on a different device and play over it at the same time, thus recording both yourself and the backing track at the same time.
or you could play the backing track on a different device into headphones and play along, recording just yourself, but in perfect time with the backing track. You would then need some free software like Audacity on a PC to mix your backing track with the track of you playing.
I think GarageBand on iPad will allow you to play the backing track and record yourself paying at the same time.
That's really good, although some of the terminology and detail left ME a bit glassy-eyed!
I have a Zoom H4 (not 4n) on which I managed to record a couple of samples of my dire playing as a complete beginner .... it would be nice(maybe!) to hear how I sound(to others) now, but I have forgotten how to do it!
I'll havva look for similar youtube advice on using the H4 .... unless someone here could kindly point me at it?
EDIT: Ah, I see there are several ... I'll work through them
BTW, you can't use the Zoom H2 as an input mic with an iPad...there isn't enough power.
If you have Garageband on iPad, you can use a Blue Snowball ICE USB mic as an input using the camera adapter for iPad.
There are probably other USB mics that work with the camera adapter on the iPad, but I have used the Blue Snowball ICE successfully.
If you use the Zoom directly into the USB socket on your PC (desktop or laptop) it works fine, just like in the video you posted.
If you connect the Zoom via the camera adapter kit (http://store.apple.com/uk/product/MC531ZM/A/apple-ipad-camera-connection-kit) into an iPad it will not work. Ipads do not support USB, except for a very few devices. You need to buy the camera adapter kit, which converts the iPad socket to a USB socket designed for uploading photos from your camera to the iPad. The Blue Snowball ICE USB mic (and maybe others) then works via the camera adapter.