[WINDOWS XP] The game window minimizes automatically.

Try this:

1. Find PapersPlease.exe in Windows Explorer
2. Right-click on PapersPlease.exe and select "Properties", then the "Compatibility" tab
3. Check the box: "Disable visual themes"

If the problem persists, also enable "Run this program in compatibility mode for: Windows XP (Service Pack 2)" from the same properties page.