New Build; Cannot Alt Tab or Quit Games

Hello, I have just built my first and very PC build, and I have a problem. Whenever I am in a game, and I decide to alt-tab or press the windows button or even quit the game, I am met with a greyish black screen (the computer and monitor are still on) but the computer is unresponsive. No matter what I press, whether it be alt-tab, the Windows key, ctrl-alt-delete, or even touching the power button, nothing happens, so I am forced to hold down the power button and force shut it off. Any suggestions?
Intel i5-7500 CPU 3.4 GHz
Sapphire Radeon Rx 470 4GB
MSI B250M Mortar Micro-ATX Motherboard
2x4GB HyperX FURY DDR4 RAM 2400 MHz
WD Blue 1TB HDD 7200 RPM
EVGA 500BQ Power Supply, 500 Watts
NZXT S340 Case
Anything helps :)
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More about build alt tab quit games
  1. Make sure you're drivers are up to date and ensure your BIOS is updated, too.
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