Try other key combos like Win-M (minimize all), Alt-Esc (select next window in stack, logically it should be the ZA window - Alt-Shift-Esc selects the previous window) or Ctrl-Alt-Del to get the Windows Security window deal which usually resets the desktop if you cancel from it.
Best of all would be to just add a permanent rule in your firewall so it won't pop-up a notification at all.