Disappearing windows when debugging

I'm sure this is an easy one for you pros out there. When I am debugging, very frequently when a breakpoint pops up and I task switch around to a few other windows, I lose the window I am testing, maybe it's as simple as a MSGBOX, other times it's a form. Sometimes if I minimize everything it will be there and I can react to it. It doesn't appear in my taskbar so sometimes the only way to get back to it is to end my program with the stop button and restart it. I'm sure there's a trick to this one...please advise.