Sounds like your desktop settings are conflicting with your BHD settings.
On your desktop make sure your bit depth color is set differently then your bhd (found by right clicking desktop and choosing properties. Go to settings tab).
If that doesn't work (or you want to use the same bit depth) change either your BHD or your desktop screen resolution so that they are different.
And a reboot shouldn't be necessary - press alt+f4 and it should close the game out
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