Use the analog outputs on the 3.5mm sound jacks. HDMI sound is controlled by the GPU and if it goes to sleep, so does your music. As far as I know, there is no way around this except to use a sound output that is not HDMI.
The other possibility is that your hard drive is also set to sleep after fifteen minutes. Check your power profile in control panel to determine that the hard drive is not set to sleep after 15 min. like the monitor. I'm unconvinced about it not doing it in 7 but doing it in 8 as the HDMI standard has been the same for some time but maybe newer HDMI standards have separate function capability for display and sound, unlike or other than older HDMI standards did. It's probably a good idea to double check the individual...