I am running XP with an NVida card and also had this same problem when "escaping" back to the desktop and then going back into the game.
I read somewhere that the XP desktop settings should be set to 16-bit and not 32-bit (AH uses 16 bit). I reset my settings to 16-bit, rebooted and am now able to go between the desktop and AH without getting the funky graphics.
My AH video settings are 1024x768 (16-bit).
Hope this helps ....