Couldn't continue playing after switching to desktop view during game play

I just installed RA2 Yuri's Revenge. I have already fixed my black screen issue. 

But, during game play, when I switch to desktop view or use ALT+TAB to switch to other folder, or simply minimize the game, I couldn't come back and play normally. What i see is just folder view, but i can hear the sound and the game is still running. 

What should i do?