Game window disappear

When my Torque game developed with the FPS kit is played in full screen, and if the windows key or Alt Tab keys are pressed, the game window will dissapear, and I can't find it in the taskbar either. Therefore I couldn't return to the game. If I start the game again, a error message will pop up saying that there is a game process running. In Windows Task Manager, I can still find the game process. I have to end the process in order to restart the game again. Anyone knows how to solve this problem?

I also notice that not all Torque games have such problem. Is there any setting that I need to change to solve this problem?