Problem when starting the game

[Alabrand]

When I start the game I have to keep clicking the mouse or else it reverts back to windows (The civ4 button is still in the taskbar, when I click on that it goes into the game and if I don't click a few times it will automaticly go back to windows as well). I had this problem before and solved it but I forgot how. Does anyone know I can solve this problem?

The game works just fine when I actually get in.