DOS program blank screens

The OS being used is win 2K pro. The issue I have is when I run dos based programs and get it to full screen by typing alt+enter, the screen just goes black(blank)and there is no way of me exiting the program unless I physically power off the pc. If I were to run a dos program not in full screen, I would not have this problem so I was wandering if there is something I can do to take care of this. All other programs function fine.