Another thing I thought of is, with Nascar Racing 2003, it would crash when alt-tabbing when I only had DirectX 9.0 installed. I downloaded version 9.0c and it helped with NR2003. So, perhaps check your DirectX version.
I never alt-tab LFS when in full screen. I always shift-F4 to put it into a window mode. Then like I said, you can alt-tab away.