The problem occurs when I use textures. If I do a fullscreen application that uses
textures I get a strange crash when I switch from the application to Windows (using
Alt-Tab) and then switch back again.

I get a crash that looks like:

---------------------------------------------
Ddhelp

This program has performed an illegal operation and will shut down.
---------------------------------------------

The details reveals this:

DDHELP caused an invalid page fault in
module G200DD32.DLL at 0177:baa1b749.

Is this a bug in the drivers for my Matrox Millenium G200 card or is it a general
bug in DirectX 7?

It can't be my application that does something wrong since I get the same crash
if I for example run tentacle.exe (D3DX example) in fullscreen mode and switch to the desktop and back.

The problem only appears in applications that uses textures.