Having trouble with full screen games?

I have a brand new dell laptop and whenever i go to play certain full screen games, namely minecraft, don't starve, and magicite, every time i click for a second i can see the desktop or whatever program is open behind the games. Its almost like the games close for a second but open again. I can send it back and have it replaced but that's way to much hassle. If you know anything that can help please tell me