In Windows 8, you can set up the music to continue playing after entering sleep mode by following these steps:

1. Open the Control Panel: press the Win + X key combination , select "Control Panel" in the quick access menu.

2. Enter Power Options: In Control Panel, click "Hardware and Sound" and then select "Power Options".

3. Configure a power plan: In the Power Options window, find the power plan you're using (usually the Balanced plan) and click "Change plan settings" next to it.

4. Change advanced power settings: In the power options settings window, click "Change advanced power settings".

5. Find the media settings: In the "Advanced Settings" tab of the "Power Options" window, scroll down to find the "Media" folder.

6. Modify media settings: Expand the "Media" folder, find the "Continue playing after power goes to sleep" option, and make sure it is set to "Allow".

7. Apply changes: Click "OK" or "Apply" to save changes and close the window.

After completing the above steps, your music should continue playing when your computer goes to sleep. Please note that this depends on the music player and related settings you are using, some players may require separate settings.