Sounds like a problem with too many programs running and causing conflicts and a drain on the resources. (Yes, too many running programs can cause issues with XP too.) First, it's probably not a real good idea to leave lots of open Windows open from multiple programs. Try to limit them as much as possible. Although XP will do a great job with multiple windows, it's not perfect.
Next, try to shut down all the unnecessary programs and services that load at start up. They're also causing conflicts and use resources. Follow the procedures in the links below and it should help:
How To Shut Down Unnecessary Start Up Programs
How To Clean Unwanted Files From The Hard Drive
Hope this helps.
I can't quite figure out the exact circumstances, but it seems that when i leave my computer for just a few minutes with multiple programs open, when i come back and click a program from the start bar to switch to, it will become the active program but will stay behind whatever program was initially active. For example, if Internet explorer is on the screen when i come back and i click winamp, internet explorer will stay on the screen no matter what, even though winamp becomes active in the background. the only way i've been able to fix this is to hit the minimize all button and then click each program to maximize them, then i can switch between programs like normal again. Any ideas?? btw, i'm using WinXP