Surprised this was never mentioned, but the problem in Windows 7 and XP (don't know or care about Windows 8+) is actually caused by the windows shell: explorer.exe (not to be confused with iexplorer.exe, which is internet explorer). Explorer.exe is both used as the windows shell (desktop icons and everything else) as well as the file browser.
If you kill that process, the problem goes away.
Either kill the explorer.exe process before launching the game (make a batch file that kills it and restarts it after the game's executable ends), or replace it with explorer++ and some 3rd party window manager and never think about it again (what I did years ago -- I still use Emerge on win7x64, and before that I used bblean).
It's not limited to just the older fallout games... same thing with happen with all ddraw games. So if you want to play other ddraw games, you may want to consider just using a windows shell replacement and save yourself some headaches... and they're more useful than the start menu, especially if you're into minimalism. But if you're using some kind of ddraw to dx9 software conversion, then it shouldn't matter either way, but that's not always going to be available or desirable for every title and/or every system.