Regarding your first issue, the help file says:
Voice Activated Recording - if selected, this will only record if the audio volume level is above what you specify for the "Threshold" setting.
So basically, if you want to record even the slightest sound then you should slide it to the left (with the lowest dB). Be aware though that at this setting, it will likely be lower than the noise level of your equipment. Simply play with the setting until you are happy.
With your second issue, yes you need to leave the recording window open to record. If you would like dedicated recording software, have a look at RecordPad or VRS.