Tiger-Heli: I am going to do what you said and see if it happens again.
Thanks for your replies, guys. Alt-Enter did put it into the window mode, but the funny thing is, that wasn't a button combination for either player 1 or 2 or even combined. Enter is one of Player 3's buttons. I have banged every button combination possible and I CAN'T MAKE IT DO IT. But everybody else who has played two player games has totally hosed the thing.
Next question. A couple of my son's friends were playing Simpsons today and I walked up and the screen was black except for a window that said memory violation or something like that. I had to reboot to get out of it. I'm running Ultrastyle Frontend, and I think that is part of the problem, but I'm not sure. Any more thoughts?