Audio goes away on screen lock

[AnthonyKing]

Here's the exact steps I did. Tell me what I did wrong or how to fix it. I went to ESPN's podcast site to listen to one of their show. I click to play an episode and it asks where to listen, which I choose Sound player. It starts streaming, but when I lock my screen or it just times out and locks, the audio stops, too. Same thing if I download the file and try listening.

What??

 

[Im4ever12c]

there should be an option for this somewhere in the settings. I had the sane problem but eventually fixed on its own or I just changed it without knowing.