@runzwscissorz:
You usually don't need to keep the window open, but if you try joining an already started game you will need to, as otherwise you might not notice when u get kicked out of the queue.
So whenever you try joining a game which has already started via "join first availlable" or choosing the mini from the list, you will be kicked out of the queue. Then, by signing up for the same queue again you will - in most cases - be instantly invited to join. If you click "yes" it will take 5-15 secs till you are actually joining.
In some cases though it can happen that you have to sign up more than 2-3 times, always instantly being kicked out of the queue again without getting the invite-window.
Just keep rejoining the queue in that case, mostly you'll be able to join after 2-3 tries.
This is quite a nuissance, but luckily it is at least possible to circumvent it the way I described it.
However, there is another bug, when you are not invited to join, but are shown on the teamlist in the sign-up-window as if you were already in the game.
If that happens check LunaticAsylumLA's link and do as described in #9.