The key is to use the computer's internal sound card as the default device. Use an external USB sound card or SignaLnk-USB as the radio's sound card. That way you won't disable the internal sound card and send Windows sounds to the USB device. If you unplug the external USB sound card you will loose audio to/from the radio but never send default sounds to the radio.
With Windows 10, if I am using the internal sound card (say, headphones plugged into the front of the computer) as the default device, and then I unplug the headphones, then Windows senses the headphones are unplugged and starts sending windows sounds to some other device (e.g. radio over USB). I hate this. I hate it with a passion. But that's how my copy of Windows 10 works. I hate Windows 10. Windows XP actually was a lot better in this situation. I just got a pair of crappy headphones and I keep them plugged into the computer all the time now, but every so often one of my kids will borrow them, then boom my Windows sounds are going to the radio. Hate it.
Why not simply use a 5 dollar USB sound card from Amozon or Ebay for digital sound device. Been doing it for many years.