You must snap any metro-style recorder app so it'll continue recording when you switch. This is a general limitation of Metro, though (apps disconnecting as soon as you switch), since MS didn't want users to forget which app was playing/recording and then have to find it. If you're on a Pro, you can get another desktop recorder application that will continue working while you're doing something else, otherwise the only way around it in the Metro environment depends on what you're trying to do: If you want to take notes while recording, that's a functionality built into a specific app itself (for example, lots of note-taking apps will allow both).
