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...
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.
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.