Yo guys, passing here to show a fix to TA:K freezing after alt+tabbing, and not working after that. Not sure if it'll work with everyone, but it worked for me. So, if you're having those problems, follow the instructions:
1. Go to C:\Cavedog\Kingdoms
2. Search for a file called ChooseRenderer.exe
3. Open it.
4. Double click Direct3D Renderer.
5. That's it.
Software MMX gives way more performance, though when I alt+tab at this mode, game freezes and I can't come back to the game. Direct3D gives more visual beauty but you have to sacrifice too much FPS for that.
Subject: TA:K Freezing when Alt+TAB Fix 
