Need Tech Guru Help

So, lemme see if I can explain this properly, and if you can solve my dilemma I would really appreciate it.

Ok, when I start up GalCiv, doesnt matter if its DL/DA/TA, I always have to do it twice.  What happens is this:

1.  Click on TA icon, and the "mini-menu" shows up on my desktop.

2.  Click on "play", and the screen goes black like it is about to load the main page, but then after a few seconds in minimizes the program to my bar along the bottom. 

3.  So I click on the tab at the bottom and the black screen comes back, only now I have to hunt around with my cursor (which I can still see) and click on the right spot to end the program.  I'm assuming it pops up the Microsoft thing about the option of sending a report or "end task".

4.  After I find the spot to click on, the program ends, and I have to start GalCiv over again.  And then it runs perfectly.  No crashes, no delays, no minimizing.

Now this sequence of events happens no matter when I try to start the game.  If I just turned the computer on or reboot, it does it.  If I've been at the computer using it for hours and try to start the game, this same thing happens.  Its really pretty annoying, if anyone knows what that problem stems from or an easy way to fix it, I would much appreciate it!