running zelda problems

I am having problems with running Zelda. Every time I minimize
my game it says it's "frozen" and when I try to maximize it again it just screws up the color on my desktop? Anyone ever come across this problem. I'm running window 2000. with a pentium 4.
Any advise would be appreciated. I have tried loading Zelda for windows and dos. As long as I keep playing the game is OK but minimize it and that all she wrote. All my downloads have been from Alphadawgs site.