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[Smiling Spectre]

DOS-games usually cannot work in window - it is always go to fullscreen. But if you'll try to switch to another window (or simply press Alt+Enter), it will simply minimize to taskbar. In fashion, similar to described. Just the same will be the case, if some application will pop-up it's window (antiviruses like very much to do that just when you start something).

Try to run DOS-session in window and look is it will do the same. For that start Command prompt from Standard programs or type "cmd" in the Run prompt of Start menu. If your screen still will minimize, chances is something with your DOS-settings.