When you launch the game, you're given the option of choosing resolution and windowed execution. If you choose to run the game windowed, the splash screens run in the right window, but as soon as the menu comes up, the game goes fullscreen at full resolution again.

Not sure what to tell you on that, however i took a screen shot and went to desktop with the windows button on the keyboard. Then i opened a document and pasted the screenshot in. Then I clicked the Stick it To The Man icon in the sidebar of open apps and I went back to the game. It switches back and forth pretty good.

Some games put the game into windowed mode for better compatibility. You shouldn't have to worry about that because it's DRM free though. Windowed mode doesn't necessarily mean that you can resize the screen. In some cases resizing screen can cause problems and programers follow best practices to avoid problems like that.