EDIT:
I was being overly NICE and took the time to write the explanation because it is a much BETTER than just writing, "You can't fix the problem because it that's just how DirectX games are." (Most stupid, and lazy kids these days would write something like that, but obviously, I'm not one of them.) You're affected by how the game was written, and what the OS needs to do. That's all. Even if you bought a very fast desktop system, you wouldn't be able to get rid of all of the 'problems' associated with switching between games and a regular Windows app.
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That's not an unusual problem. Heck, some games won't even let you switch screens at all with ALT-TAB.
The reason that it takes so long is due to the high amount of data and video system configuring.
Your regular desktop runs off the normal Windows GDI graphics interface, while Direct3D/DirectDraw works in a different way that is closer to direct video card accessing. Switching from a full-screen Direct3D/DirectDraw program back to a regular Windows program requires a large amount of video work for Windows. For built-in video cards, the problem is even worse because they use some of the system RAM for video use. Usually, they can borrow up to 256MB or more of regular system memory for video use.
The delay problem is also due to the huge amount of memory that games consume. When you run your game, a lot of the code and data from idle programs that was already in memory may have been swapped to the page file to create more free physical memory. So, when you switch away from the game, the stored memory has to be swapped back. Of course, at the same time, some of the physical memory that the game was using will be swapped to the page file.
As for the sound problem, I'm not sure. Are you using a PCI sound card? If you are, then you can try moving the sound card to a slot that is furthest from your video card and CPU. Both of them create a tremendous amount of radio frequency interference which can be picked up by your sound card.
Other than that, you can look for and install updated sound drivers. Check your audio mixer settings too. If the 'wave' setting (or even the main volume level) is set too high, then it may cause distortion. If your sound card comes with a program that provides a graphics equalizer, then try turning it off or lower the settings. Most of these software graphics equalizers are poorly written and will cause distortion if the frequency settings are set too high. There may also be an 'echo' or 'karaoke pitch' setting (Realtek sound devices usually have this) that you will have to reset/disable.