2 windows on 2 screens control?

First I should describe that first. So, I use my laptop as the first screen and have in addition a slightly older monitor. If I play a game on the monitor in full screen mode, but want to change the volume of my music (on the laptop screen), the game is decimated and "crashes". Can I change that, or do I have to live with it? 10 sec. More to wait?

Set the game to Borderless windowed. Then you can drive out with the mouse.