BleepingComputer.com: DirectX application interrupted by other Windows apps

I have a DirectX application (which happens to be a kind of virtual machine running RISC OS) which keeps getting interrupted by other applications or processes that open message windows. For example, my Samsung SCX-4828 printer driver software insists on grabbing attention when a print job starts. Even though I've turned off the printer status message option it still causes the DirectX app to be interrupted, throwing it out of full screen mode and minimizing it to a kind of taskbar button. The taskbar button is not the same as when I manually minimize the DirectX app, it has no text and is positioned above the taskbar rather than on it.
Another example is that Babylon 6 adverts would interrupt the DirectX app and minimize it. On the other hand, AVG email scanning messages pop up on top of the DirectX app full screen mode but don't interrupt it (which is OK).
So the questions are:
1. is there any way to prevent various applications/processes from forcing DirectX apps out of full screen mode?
2. why do certain pop-up windows interrupt the Direct X app whilst others pop up on top?
Any ideas?