Why do the windows on my extended desktop monitor auto-minimize when I play a full screen game on the other?

I am running two monitors on Windows XP. They are both connected via DVI to my AGP Geforce 6600 video card. The dual monitors are great, but when I open a full screen game on my primary monitor, any windows open on the other monitor automatically minimize. I can't reopen them without first leaving the full screen game; it seems to defeat the purpose of the dual monitors. I just recently hooked these up, so I am still experimenting. Any input would be great.