With one of the trainers, each time I reached the end of a mission and loaded up the next one and launched it, the game would go back into windows. No problem, I just restarted the trainer, and launched the game again. The info I already entered was still there so all I had to do was reload next mission and it worked fine. I did this until the latest trainer came out when STEAM did a new patch and with the new Trainer I have no problem like this. Don't know if this is your problem or not but if it is, try what I mentioned above.