[Gandalf Parker]

The alt-tab is a windows thing. The game is a linux game ported to windows and mac.
If you search you see that the alt-tab problem, particularly with Win2000, comes up in many games. Even ones that were totally developed on windows.

Are you patched all the way up?
You can change the desktop icon for Dom3 so that it always loads in windowed mode, or some particular screen size you prefer.