Playing a game then screen loses focus

[TrexCharles]

I'm playing Spyro reignited trilogy for windows. I'm doing good collecting dragons, then all of a sudden while I'm playing the game goes away and my big box games menu shows up outta nowhere. Can someone help me fix this please.

 

[Headrush69]

Shot in the dark: do you use Game start up screens and do you have aggressive hiding of windows on?