Means if you are playing music or video on windows 10's by using default app, and if you are planning to minimize that app to do some other work than music or video also stops. That is the main problem of some of those apps. If you want to use another apps than that it possible you have to download those software which you want to use instead of default apps.
When you open music, videos or any documents that opens on defaults apps so you need to change the default app to open on third party your favorite apps or software...
You can do by following steps in Windows 10....
First of all you need to download the software and install that... i.e if you want to use third party music player then you can download VLC media player and install it for your further use.
Now you just have to click on start button at left corner or press Windows button from keyboard for shortcut.
Now go for setting and you will get window on your scree with lots of setting options..
Now click on System setting to change the default option.
Finally take a look below and their you will find default apps option now hit on that and at the right side you will see options where you can change the setting for default apps. Choose that which you want to make default.
Exact location is Windows>>Setting>>System>>Default Apps>>Change Setting, that's it.