Sure - Alt tab out (the one thing that DOES work), change song, alt tab back in ;)

Seriously, the game doesn't seem sensitive to alt-tabbing, I do it all the time. There's a brief pause when moving back into the game while it reloads the map and stuff, then sometimes there's a temporary freeze in the game, maybe 30 seconds max because of something being unloaded. This usually manifests with music that throws itself into a loop usually sometime during the next few turns worth of moving or building queues. But it works itself out after no more than a minute anyway, so I run to the kitchen to get a snack or pet my dog for a minute or something while its frozen.