Many ASIO drivers only allow a single app to use it.
asio4all probably has a setting that changes the way it behaves in terms of exclusivity.
But don't get confused into thinking this is a juce bug, because it's not - the asio driver is responsible for this behaviour, and it's nothing to do with the host. Your other apps are probably using DirectSound or WASAPI instead of ASIO, and you could also choose to do the same if sharing with other apps is important.
I have read that other apps are able to do this. There is also a asiomulti driver that works around it. I hope someone can solve this for the juce code. It's because Windows 7 and 8 disabled this. XP had no problems.
Along this path, how can I have the audio engine default to DirectSound at the first time being run. I tried everything, but could not make it happen. CODE please!
BTW, the new Tracktion website looks nice. I am so tired of the dark, look the same, that many websites are using.