Ok, here's what I found...
Last week I had format on my HD and reinstalled Sims. Before format I didn't have any problems with alt-tabbing. After format I decided to download last expansion from EADM (I don't want to use CD). First two (basic and WA) I installed from CD, HELS from this download. Everything looked nice, I patched, then played, created new family and then wanted to check some information in browser - it freezes. Only task manager helped. Then googling for solution, trying with disabling wallpaper. Nope.
Today, inspired by some similar problems described on some technical forum, I uninstalled HELS and installed it again, but from CD. And now alt-tabbing works.
Conclusion: on latest patch, alt-tabbing isn't working with downloadable version. From what I saw the problem is with this patch, so if you have CD version of installation, use it, otherwise uninstall HELS and install without patch waiting for new one solving the problem. Or save before alt-tabbing.
Thank you for patience reading, like I said somewhere, English is not my native language.
Edited for spelling. -PJSim.