To my knowledge, the resized play window is persistent, retaining its size and location where you change it to after a song plays. By shrinking it down, you can have the desktop appear.
If it is not working this way, you may want to install 2.212. Something is wrong with your current installation.
However... I may be wrong and a bug crept into 2.209. Maybe a user who does this can comment on 2.209 or 2.212's performance.
