Teegrins, Shro!
When installing FINAL FANTASY XI Online, a shortcut to its configuration utility is normally installed with it. If you are unable to find it, or it simply isn't there, you can launch it from the installation directory, under either /Tools, /ToolsEU, or /ToolsUS, which should all be found in the FINAL FANTASY XI installation path.
It's also possible to have an old enough copy of the software to not have the option there yet. However, you mention having been actually played a bit, so that is not the case since it must be updated to be able to do that.
The deactivating windows issue seems like something I have bumped into before, but can't remember any specific solution, and that's somewhat off-topic on this forum so I can't really go into detail about that.
I will say that I think it is very likely to be a background application that is stealing the focus (hopefully not a malicious one at that).
On another note, whenever one submits a support request/finds their answer, erasing posts is not helpful to anyone, while leaving the problem and possible solutions out there may, and will help other users facing similar issues.
Far too often I see people editing/removing their issues and/or solutions, so I would like to ask for you to rethink your plans regarding that. ^^;
Welcome to Vana'diel, I maybe guess!
I hope this helps~