If you're playing games in more than one player slot, there are some precautions to observe when changing players. Due to the way that the game updates the state of your tanks, you should always click Play immediately after changing players. If you don't do that, you will see unexpected results. After you've clicked Play, it's safe to return to the menu and change the game speed.
You can also see the same kind of problems if you leave the game on the options or menu screen for extended periods of time.