By default, the screen is set to windowed mode. You can change this in the "display00.wdl" by setting:
define display00_force_window_full_const = 1;
It's line 49 or so. You can also set your default bit-depth, and screen res there too (lines 37 and 43). To switch from fullscreen to windowed, just hit "Alt+Enter".
^_^
"We've got a blind date with destiny...and it looks like she's ordered the lobster."