Yes, I was having this same problem and like the fix posted below it all has to do with the disabling the "aero" button under the Options menu.
Not only does this "aero" button affect the Windows 7 color scheme compatibility but more importantly, it will prevent you from using your mouse to select the "Quit" button after hitting the ESC key when in the Training Missions.
This is such a critical button for most, if not all, Windows 7 users and I don't know why the programmers left this button un-checked by default???