Windows 10: How Do I Keep Sound From A Game Running While Minimised?

I'm often playing games and alt-tabbing out and thinking, this is actually quite annoying that the music stops playing... kind of disruptive if you constantly have the music stopping and starting all the time.

Anyway is there any way to keep sound running from minimised windows?

I found this thread but I didn't know what to do with it (it's from 2013 so I assume its about windows 8 or somesuch): http://us.battle.net/forums/en/wow/topic/7708990832

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