Do you have a DOS prompt (like c:\>) in the 'black window'? If so, type exit to return to Windows.
c:\>exit (enter key)
Try a key combination like Control-W to force screen refresh. And go into your video Properties, Screen Saver tab, and disable all 'screen saver' functions, and see if that changes anything.
You may have to set properties of your graphic or display adaptor in Device Manager to reset the display on mode changes.