"Searching the xxx table" gets active using Citrix

I have a report that runs for quite some time due to bad keys. The report is only running once a day, and it doesn't lock any data so we don't wish to create the keys needed. When running the report normally (without Citrix) there is no problem. We just minimize the window and do some other work - maybe even start a new client. However, after having switched to Citrix that is not possible. The "Searching the xxx table" window keeps popping up and is getting focus.

Has anyone seen this before and maybe have a solution?