Left-Alt &Tab, or left-windows-key causes VM to switch out.

My VPC is an activated copy of XP sp1a, using the default
right alt key for VPC tasks, I normally run it full
screened.

I'm not quite sure why, but ever few times I use the left
windows key (I never use the right one), or the left-alt
with a tab to switch tasks the virtual machine stopps
being full screened, and the main OS suddenly has focus,
in fact, the main OS can often grab the windows key press
and if I've chorded windows key-R, the run window will
appear in my main OS intead of the VPC.

The VPC either minimizes or turns into a black region on
the main machine's desktop - if I click on the black
region, the VPC comes back full screen and focused again.

Very VERY annoying, as I do a lot of work inside the VPC,
and this is VERY disruptive.

Is this something I have configured wrong and simple to
fix (I kinda doubt it, but hey, stranger things have
happened) - or is this a common enough problem that we
can expect to see it fixed in the elusive upcoming SP?

(yes, MS, take the time to get it right rather than
fast... I've gotten as much fast rather than right code
from borland to last me a life time)