Full screen is meant to crash if you leave the game. You have to run the config program in Windows to grant you Windowed mode, which won't crash when you switch focus. However, the game will crash if you change monitor resolution on any of your screens or an application opens in full-screen.

Controller has to be configured in the same FFXI Config application. Keyboard controls can be toggled in-game in the config menu, if you set to Compact keyboard mode. Default controls mainly use the numberpad.