How can i stop a full screen application fromminimizing when i click on my 2nd or 3rd monitor?



I realize its a windows thing, but i know for a fact that there have been programs created in C++ and Visual basic programs where clicking on anohter montiors application has not made it minimize, this is really frustrating when i have 3 programs i need to run full screen for them to run properly, also it is not a lack of gpu or cpu power. it jsut simply will not let me run mutiple applications in full screen across my monitors. If i get one client running full screen as soon as i click onto another monitors program or desktop, my full screen client instantlly closes, when there is no reason for it to. my computer is physically capable of running alot more than 3 instatnces of my program, yet windows insists on minimizing it for no aparent reason.