I also use window mode like that and I don't think there's any way to keep the sound on when the game is not the active window.
Instead I will put something in the queue which will bring up a dialog box and pause the game so the Sims don't wander off and do useless things when I'm not watching. Because you know they will...
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Things like calling someone on the phone, starting a new book or going to the store.
I don't worry about the phone ringing. If it's another Sim calling I don't care and if it's an opportunity you can just ignore the phone and still be offered the opportunity once the ringing stops.
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EDIT: I found a button.
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In Options go to the Sound tab. There's something called "Defocus Mute". Uncheck that and you've got sound even when the game is minimized.