The subject behavior occurs if the taskbar Always on Top option is set, or some program, like Task Manager, has an Always on Top option set.

To prevent this behavior:

1. Open a CMD.EXE window.

2. Using REG.EXE, either built into your operating system, or installed from the Support Tools, type the following command and press Enter:

reg add "HKCU\Software\Microsoft\Terminal Server client" /V UseShadowBitmapInFullScreen /T REG_DWORD /D 1 /F

3. Close the CMD.EXE window.