When you set breakpoint on memory accsess on any game with fullscreen. Then it will stop a game, but OllyDbg Will not be seen. I cant switch to any process except Task Manager. I am using Windows Media Center 2005 with sp2

Its not a bug - its by design.

Debug it in windowed mode if you can.
Most games have an option to run in windowed mode.

If not - you could make use of dual-monitor debugging (if you have them).

Another (more advanced) possibility is to hook directx interface of game to force it into windowed mode.
That usually means preventing "SetCooperativeLevel()" to use "DDSCL_EXCLUSIVE | DDSCL_FULLSCREEN" flags from being set.

Be aware: even in windowed mode, the are problems to force directx apps to lose input devices when hitting breakpoints (e.g. mouse can't be grabbed sometimes).

Regards