I would like to share my way to fix this annoying issue. It′s simple and it worked flawless for me.
In game, put it to run in Fullscreen mode.
In Steam, go to Launch options and put -windowed (Don′t worry, it will run in Fullscreen, believe me ).
I never tested in a regular Windows shortcut, but I think it will work pretty well too.
In Windows shortcut, it will look like this "C:\Program Files (x86)\Electronic Arts\Crytek\Crysis 2\bin32\Crysis2.exe" -windowed
Maybe someone can confirm if the Windows shortcut version works too.
Hope it helps.