Dominique, I'd been running EmacsW32 from 2007.04.09 until I read your message. I downloaded and installed the latest version, i.e. what you picked up; 2007.04.17. I've been using it for an hour or so. I don't normally minimize Emacs; however, I tried both the Ctrl-Z and Window's API minimize button followed by a "right-click" close and didn't experience a problem. I am running XP Pro fully anointed with Microsoft patches.
My only suggestion is to trouble-shoot the problem by, as best you can, dividing your .emacs up to discover what might be causing the problem. Just put the semi-colon in from of sections to remove. For ease of recognition I usually start each line I comment out for debugging etc with something like ";;_a;" and the next with ";;_b;". Makes it REAL easy to search for and remove function-specific commenting later. The other issue with Cygwin I can't test. While I use Cygwin; I don't generally run it from within Emacs and I don't use latex. HTH - Nelson Music running through my head is Sonata Arctica, "Winterheart's Guild"