I don't know what to do on Windows, sorry. Just try alt+shift if other keyboard combinations fail, but if you press it again, it will again switch to Chinese input.
In older versions of Windows, and for Greek, there was an option to disable it in the Control Panel → Regional settings or something.
Found some regional settings on control panel, works fine now. Thanks for a very fast replay!

(and sorry not using search first, English isn't my first language so I didn't figure out what to search.)