Thanks for your answer.
It seems to be a thing that happened after i installed the ATI card and catalyst control center.
I was just wondering it, there was a trick to force a program to obey windows, after all - xp is the OS and should control the events.
Anyway, it seems that if i Alt+Tap during the load, it still works when the game is running. So it might not be such a big problem after all, if i just remember to tap out during the load.
All the best