Well, To be honest i dont know, i dont have 3 Mobile Broadband, but when you click minimise the window should go into the bottom right corner of your taskbar, i would imagine it to do that.
If not that i would think it would minimise to the tray at the bottom of your screen, but im sure you would be able to see that.
So im afraid to say, i cant really help you more, i cant see any reason for it to do that, you could try to write to 3 Mobile Broadband customer service and ask them?
They might be able to help you
But anyways good luck