Active window closes when screensaver cleared

[firefoxfan]

When I clear my screen saver by moving the mouse, 7/10 times, the active
window underneath is unexpectedly closed without warning. Is there any way to
fix this? I am running Windows XP SP2 and this problem seems to occur with
any program/window.

 

[firefoxfan]

The problem also occurs regardless of the screensaver selected