Toggle Problems

I so need help.. I am new to Vista and never had a problem with this in XP..I
work at home and am working with a VPN. The problem is When I am running a
number of programs, ( like Work or Excel) I will be in a cert program
toggling in and out and when I hit the enter key in this program it takes me
out to another application almost like I am doing a Alt-Tab and I'm not.. I
work at home and toggling in and out of screens is a must, this is just
wasting my time.. So if I need to turn something off please Help!!