You should not have any non-essential background programs running while playing this game. This includes email programs with pop-up notifiers, IM programs, Skype etc. If you have these programs running while playing the game and they create a pop-up event, it will interrupt the game and cause it to lose window focus. This will cause the game to either crash or become unresponsive.
The same applies to the use of ALT+TAB switching. The game requires real-time processing and you should not switch away from it while playing.
If you have to switch away, go to the COMMAND menu and use the options there to save your game and exit.
You can also immediately exit by using ALT+Q to exit to the main menu, then quit the game as normal from there.
