Alt+Tab switcher looks ignore WS_EX_APPWINDOW style

In XP if i use

SetWindowLong(Handle, GWL_EXSTYLE,GetWindowLong(Handle, GWL_EXSTYLE) xor WS_EX_APPWINDOW);

then window with Handle show or hide from Alt+Tab list.
ROS ignores the presence of the ws_ex_appwindow style and always show this window.