If pressing your keyboard's ALT+TAB keys twice in succession gets you back into OFP, then this is a known bug, distributed on the initial international version of the OFP CD, released in June 2001. To eliminate this annoyance, install the latest OFP upgrade patch.
If you installed OFP version 1.20 or higher, then the correction for this error is pre-applied. In this case, if you're crashing to desktop when starting OFP, you might be experiencing another problem, such as this one.