1:Right click the shortcut icon on your desktop or start menu w/e.
2:In the target field add -window at the end of whatever it says. You need a space after whatever is in the field.
3:Click OK then your done..
If you want your game to be full screen again just erase the -window.
Also um if your game can't be played in window mode, it's probably your game. Unless the window mode trick doesn't work on any of the games you play...
Have fun____
