Problem with windows on desktop

Hi there, I got this problem and is a bit hard to explain, but is a right pain!!!
Example: I got a game running and every 2-3 minutes (not a interval) it kicks me into desktop. Like there is an important message, but nothing visible is happening. And the same thing is happening all the time. Even now when I am writing this. So far I had to click back to this window 7 times. Its very annoying.
One more example: I am watching a movie and you can see taskbar. So you click with the mouse anywhere on screen and it disappears. But again after 2-3 minutes is back on (taskbar).

Does anybody know what this might be?

Thanks

I had just one (windows standard). But I will change it and let you know.
thanks

so the wallpaper was changed for several minutes, to a single wallpaper, but the problem is still there. any other suggestions?