Outlook Reminders are Silent when Windows is Locked

We've seen a few complaints that reminders are not firing on Windows 7 systems:

We recently upgraded from Windows XP, Office 2003 to Windows 7 64 bit, Office 2010. Now Outlook reminder sounds do not play when Windows is locked. We force our systems to lock after 15 minutes, so people are not happy when they miss appointments because they are not actively using their computers. How can we force reminders to play even when the system is locked?

This is a feature of Windows and Outlook, to avoid interruption and protect privacy. Outlook alerts and reminders do not come up on top of screensavers and applications running at full screen (such as during presentations).

Windows has no issue playing sound from other apps, just Outlook. Communicator sounds play as well.

Reminders will work on Windows XP when the desktop is locked but will not work on Windows 7 or 8.