Problem with dxdiag and fullscreen applications

Hi there!

I have a problem with my new computer that many people had, but couldn't
find a solution that works for me.

The problem shows in two ways: First, the Direct3D test of dxdiag is
aborted with a message that it was canceled by pressing a key - but I
didn't press a key, my keyboard works flawlessly and I don't have any
strange keyboard driver or additional tools installed.

Second, some fullscreen applications like Age of Empires 2 or Milkdrop,
when the application changes the resolution (e.g. the AoE menu uses
800x600) the application is minimized and cannot be activated. If I
change the desktop resolution to the same resolution than the
application I can activate it, then everything works fine - until the
application changes the resolution again (I'm playing AoE in 1280x1024).

My configuration is: I have two new PCs, each with AMD Athlon II X2 240,
Asrock N68-S mainboard, 2 GB RAM and a Geforce 9600GT 1GB grafics card.
I have installed Windows XP SP3, the latest driver (first for the
chipset, the for the grafics card) and no other software - and the
problem occurs on both PCs.

One hint that I've found targets on the screen not being able to display
the selected resolution or frequency. So I set the frequency to 60 Hz in
dxdiag, both screen and grafics card can display 800x600 at 60 Hz, but
the problem remains..

I'm currently quite desperate, I don't know what to do anymore. Perhaps
someone has a new idea?

With hopeful greets,
Torsten