I believe you are using WindowsXp.
That's an issue that started with Xp, and I believe it was done to give you control over the application that seems to be not-responding (by replacing the titlebar so that the close button is accessible, and it tags the application "Not Responding")
It happens to a lot of apps, and I doubt it can be changed. try opening a 100Mb file in photoshop, it will do the same.
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