Game window minimizing, mouse locked on Ubuntu 9.04 Jaunty

[Urkle]

this looks like some application is stealing focus away from penumbra, like the screen saver..

Try disabling the screensaver.
Are you running Compiz? Try disabling that.

Also, the game "should" (or at least does for me on Fedora 9 and 10) pop back into full screen mode once it regains focus.