no sound from speakers

Can you help me with this plz
When ever I watch some movie or listen something online on my real playe r at the same time if somebody calls over skype or yahoo and if i just close the player and take that call I am not able to hear any sound on my speakers everytime I have to go to the control panel --->sound--->wave to adjust the sound because it is automatically MUTE, can't understand y it happens all the time ?