Well, it's not much of an issue in paintball2, but some games don't play nice when you alt-tab out of them *cough*bf2*cough*half-life*cough*, or some chat programs *cough*AIM*cough* pop up a window in front of whatever you're doing, which can be really frustrating when you're 2 inches away from that winning cap or have your crosshair just about lined up with somebody's head. It's nice not to have to leave the game.