Stupid question : How to listen what's playing in DAW while opening other programs?

Ok so I am in Cubase, and for example I would love to be able to listen to what's in Cubase when I am browsing here. Or when I open the ArKaos demo I just got. When I open another program or browser Cubase just stops as if I clicked on stop and when I go back in Cubase it starts back so this sucks.

I feel this is a stupid question but I am getting pissed off here after messing around for some time. :p

Thank you.

edit : bah for now I just supra minimalize cubase.
 
There may be a setting in Cubase that says something about it's priority? Not sure, on Mac it works like this by default.
 
i had used nuendo 3 for 2/3 years with no issues, then switched to nuendo 4 about a year and a half ago, for that whole time it would let itunes or mozilla play w/e while it was openedl. Six months ago I had to reinstall windows and nuendo and now it only plays nuendo projects when open. I've tried messing with the control room function within nuendo but nothing seems to change it.
 
what driver are you using? i had the same problem when i was using ASIO4all, then i switched back to the normal driver from the interfaces and it worked...

regards, khe