well im not sure what you'd call this

Anybody know of a way to keep what's on your secondary monitor from minimizing a fullscreen program that' running on your primary monitor when the application on the secondary screen becomes active. For instance, say I'm playing CS:S and upon my death i want to reply to an instant message I've received while playing, the message window is already open on the other monitor and i can read the message that was sent, but when I make activate that window to reply, CS:S minimizes to the taskbar. Is it even possible to stop this from happening?