If you have not heard of
WindowBlinds, then you probably are not using it. Maybe you are using another program that is theming (skinning) the look of windows..have a look into excluding WLM in wichever one you are using.
Not all features from Plus!3 are in Plus!Live yet (not all will be in the end either) due to time needed for it etc. (that's what there's updates for), be happy there is a Plus! for WLM..as i said it has been recoded from scratch and lots works differently now...for that not only Plus! is to "blame" but WLM itself too.
If you had read the thread about the auto switching i linked to, you would have found a script to do what you want.