After looking at many many many tutorials on GT, Im a little bit lost when it comes to improvise solo to a baking track.

Often it says you just play around in the scale of the key.

But, when I look at clips on youtube, many uses the whole neck.

http://www.youtube.com/watch?v=4B9eHwxfmjI
take this one for an example.
How does one play more than one scale and how do I know how to play it so it sounds good to the backingtrack and to the ear.