preferably you want to enable/disable this feature in game menu.
why would you want to do this? imagine you have 2 monitors, playing game where sound is important, and then you need to alt+tab to the second monitor (you still can see whats happening on the other monitor, if you play windowed fullscreen mode, but you will not hear sounds you want to hear even alt-tabbed for a while to a chat or something you have on the other screen)