I had this problem for a little while after upgrading from WinXP to W7. It spontaneously fixed itself, so I must assume it was fixed by a Windows Update or an update pushed by my IT department. Quote below (from duplicate post, now closed) describes the symptoms I had, in more detail:
Before: I had Windows XP, with several RDC connectoids configured to
go immediately to full screen. When connected, I could go to the
drop-down tab at the top and click the minimize button to get back to
the host desktop.
Now: I upgraded to Windows 7, using the same connectoids: when I click
the minimize button, the screen flashes then the RDC session is full
screen again. It can only be minimized by clicking Restore (or
double-clicking the drop-down bar), then minimizing. Then to go back
to full screen, it must be restored, then maximized (annyoing).
It happens on all the connectoids I have, connecting to various other
opsys versions, so it is a function of the Windows 7, not the remote
computers.