I've followed this thred here in order to gain wifi connection during sleep (aka suspended aka locked) mode.
It worked and the wifi connection kept running during sleep.

However, now when I hear music (local or streaming), using anything other than Windows Media Player, the music stops whenever sleep mode starts.
This wasn't the situation before the tweaking.

Could this also be resolved by doing another registry of some kind?

Until I find another solution, I just play endlessly some random file on Windows Media Player while it's muted on the background, and hear my radio on my other player. This method keeps my music from stopping while in sleep.