If you keep making the same mistake, my first suggestion would be to slow down. How are you repeatedly closing the Console window by accident?
BTW, I’ve never heard of a way to totally disable the Console window. I hope the Console is one of the things that gets revised in 2.5. It’s just plain silly for it to load like it does when Blender starts (it’s ugly and sloppy). The useful info that it displays when Blender first loads could be added to the bottom part of the splash screen in an extended area so as to not overwrite the image. That way it could load in a minimized state. And the fact that closing it closes Blender with no confirmation isn’t good either. But, now that you know, I can only seriously suggest that you just slow down a little when you Alt-Tab. Alt-Tabbing doesn’t close it, you still have to manually close it…slow down.
Perhaps you could move the console window off the bottom or side of your screen so that you can only just see it. That way if you alt-tab you won’t impulsively be able to click the close button. I don’t think its hideable other than that, but I did see some talk of making the console a window within the main blender window. Maybe the 2.5 interface work will help here?