Direct Show keep playing even when window lose focus

Dear All,

I am having troubles with ShowWindow and WM_messages...
Basically I have a Direct Show window and I need to let it keep playing even when user is interacting with another application. But what I have is Windows will minimize my application whenever users switch to the other application and I cannot force ShowWindow during WM_DISPLAYCHANGE or the like...

Any idea how can I prevent Windows from minimizing my application even when the application is losing focus?

Thank you very much!