Gaming With Dual Monitors

Just set up dual monitors and everything is going great, but I have a question. I've searched the forums and can't find it anywhere, but forgive me if it's already been covered and just point me in the right direction. When I am playing any full-screen game, I use my hotkey with UltraMon to switch my mouse to my second display. It switches fine but if I click anything, my game on my primary display minimizes. It's a pain, help me out! Is there any way I can fool around with a web page on my secondary display while my game stays maximized on my primary? I'm running a GeForce FX 5700LE on a 2.8GHz P4 w/768 RAM, XP. If you need more info, let me know. Thanks!

 

Okay, found that it probably cannot be resolved. Evidently the game "captures" the mouse so when the mouse clicks on my web browser, the game loses focus of the mouse and minimizes. Evidently the only way around is to run a game windowed. Is there any way to run a full-screen-only game windowed?