Hi, I'm not sure when I stop being a new-bee, but I'm doubting I'm there yet!

My current issue is with going back to the document after working on the master page. I have not discovered how to do it. At this point, after working on a master page, I begin to close out. When I do, I'm asked if I'm sure I want to close. At the same time, everything switches back to the background, so I click cancel, and return to my work. Is there a better way, or is that _the_ way? (TIA)