They should really pin a thread dealing with this problem - there's a new one of someone asking this exact question every few days.
http://www.gamesas.com/bgsforums/index.php?showtopic=1033530
But in short try these things first:
1. set the compatibility mode of the game to 'Windows 95' (right click - options - compatibility tab)
2. set the game colors to 265 (same place)
And that should do it.
If it keeps happening press Alt+Tab twice (to switch to your desktop and back into the game - may need more times if you have other programs running)