CTRL/ALT/DELETE & Cancel with Secure Lockdown

When running my application and I use C/A/D and select cancel, my application does not reappear, only a black screen.  If I then use the ALT/SHIFT/S to get to Secure Lockdown password window, my application reappears.  I then Cancel out of this window.  After selecting Cancel I need the application to reappear.  I have Secure Lockdown set to lock down all options under Local & Machine Level which is what I also want.  So how do I fix this issue please and thanks.  

Nancy

What Windows OS are you using? Also, is the System Lockdown > Local Level > "No Desktop" option enabled? If so, try disabling it.

Using Windows 7 / Unchecking No Desktop fixed this, thank you.