There is a setting in the CONFIG.XML file that will allow the application to run in a non full screen mode. It is Screen\\FullScreen - set it to zero to disable full screen. More on this is mentioned in the help file. Also there is a dynamic option available via the application object. You can call application.minimize(); programatically to hide the RhoElements application
Also note that on WM devices some keys (e.g. red / green phone keys) are mapped to function keys, see the configuration settings page in the help file for information on how to enable them.