In the unpatched ( and early patched ) version of RTW you were bound to crash when returning to the game from the desktop, this has been greatly improved on since but I think it is still likely to happen, at least I have had a few such occurances when playing EB on RTW.exe and BI.exe, but I believe the rumour that Alex.exe are more stable in this regard to be true, at least I haven´t had a single case of Alt+Tab instability with that exe.
Edit: But why, sir, if I may ask, do you not use Fraps or something similar for screenshots ? It is just F10 or whatever key you assign it to, to take screenshots, then it stores them all in a folder also predesignated by you and in the file-type and quality of your wish.
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