Its simply an extra parameter you choose when you run the simulator... can't remember it off hand, but I'll post in a second.
EDIT: Run it with "--background". The easiest thing to do is to create a shortcut that, for example, links to
Code:
C:\cygwin\home\Matt\rockbox-devel\simulator\rockboxui.exe --background
(where "C:\cygwin\home\Matt \rockbox-devel\simulator\rock boxui.exe" is the path of the simulator).