I get the same thing, I think its just how the game works (like FFXI did). Minimizing/alt-tabbing was originally disabled as a preventative measure for cheating, as many hacks based on injecting code need to be opened *after* the game process is already running in order for them to work properly, and you can't very well do that if the game crashes when you alt tab. The error message definitely could be a little more descriptive, and it's a little ridiculous that it does it even in windowed mode.