Multiple programs running, sound from only one

Ok as a current example.... I am playing a game on my PC full screen. Once I am doing this I can no longer play pandora unless i first close the game out, start pandora, then start the game. However If I am wanting to play a game and watch a twitch stream, one of them must be done without sound. I CANNOT do either with both having sound. I have never had this issue before until i bough this PC a few months ago. I am new to windows 8 so trying to find a fix is killing me as im still trying to learn the layout