Clicking anywhere will maximize a window that I just hide with setwindowpos()

Question

So, I'm using this for a game that starts as fullscreen. I first do this to make it window mode:

SetWindowLongPtr(pantalla, GWL_STYLE, WS_CAPTION | WS_VISIBLE | WS_CLIPSIBLINGS | WS_SYSMENU);
SetWindowLongPtr(pantalla, GWL_EXSTYLE, WS_EX_WINDOWEDGE);
SetWindowPos(pantalla, 0, 0, 0, 0, 0, SWP_NOMOVE | SWP_NOSIZE | SWP_FRAMECHANGED | SWP_SHOWWINDOW);

After that I want to be able to hide the window, and to do so I'm using this:

SetWindowLongPtr(pantalla, GWL_EXSTYLE, WS_EX_NOACTIVATE);
SetWindowPos(pantalla, HWND_BOTTOM, 0, 0, 0, 0, SWP_HIDEWINDOW | SWP_NOSIZE | SWP_NOACTIVATE | SWP_NOSENDCHANGING);

That EX_NOACTIVATE was just a test, didn't work.

The problem is; the window hides perfectly, but then whenever I click (anywhere in the screen) the hidden program appears right back. How can I prevent that?