Ok, you enabled the fullscreen mode in Final Fantasy 14? If you did, you will sooner or later notice that every time you use ALT + Tab the game will automatically quit. Here are two alternatives to Alt+Tab!
Once you use Alt + Tab you will get a message similar to this: Unable to detect DirectX device. The program has shut down. Please restart Final Fantasy XIV. This might be a bug or a way to avoid cheating, but it is quite annoying, so here are two alternatives that you might want to try.
Alternative 1: Run Final Fantasy XIV in Full Screen Windowed Mode
Star the ffxivconfig.exe and click on General, then on Video Settings. The Windows Size has to be as large as your current screen resolution and the display mode is supposed to be Windowed:
Alternative 2: Add Final Fantasy XIV as Steam Game [UNCONFIRMED]
1. Step Open up Steam and open the Games library.
2. Step At the bottom it says Add Game. Click on it, then click on Add a non-Steam game:
3. Step Scroll down and check Final Fantasy XIV (Beta):
4. Step Final Fantasy 14 is now in your Steam Games library:
5. Step Click on Play. The Steam overlay should be available via Shift + Tab
This did not work for me, but apparently it did work for some. If it does not work for you, you will at least have a handy Steam shortcut.