I tried that too but with no luck. :( I wish there was a configuration file to edit or something.
Ok, someone mentioned this program - 3D Ripper DX
, give it a try (point it to game executable, check "force windowed mode" and then click on Launch).
I just tried that program and it returned the error "Unable to create process." I guess there's just no way to get this game to run in a window.