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I have had trouble switching via ctrl-enter (in winXP) since the DX9 patch; I get the black screen of death. I have since given up that this will be fixed and I play in a full-screen size window so that I can still alt-tab.
I have the same thing as well, not all the time though. I haven't noticed any patterns of when it happens though, just seems to be random.
A side note, I've also found that if you start to lag when otherwise you wouldn't, going into windowed mode and then back tends to fix it.