I have this problem too. I'm sure it worked ok on FM2009, the last one i bought and you could play in a window.
The only way i can swap between my FM and desktop is by pressing the Windows key and 'M' which just minimizes all open applications so your FM goes down to the bottom and you can open the internet if you want to browse then go back to FM later without shutting it down.
It does take a few secs and is a bit slow tho swapping between them so it'd be good if someone knew a better way or how to 'ungrey' the windows option in FM.