If you are using windows 7, you may be experiences a little thing known as "Aero Peek".
By default this annoying little feature is on, so whenever you put your mouse to close to the bottom of your screen (with a lot of older full screen programs) it assumes you want to "Preview your desktop" and minimizes your game. Unfortunately it doesn't restore it back to full screen.
Extremely easy fix. Right click on your Task Bar, Select Properties, and Uncheck "Use Aero Peek to preview the desktop"
That was all I had to do, hope it's all you need as well.
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