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I used the DXWnd solution in a batch file as follows. Works like a charm.

@echo off
start "" /MIN "D:\Games\DXWnd\dxwnd.exe"
"D:\Games\GOG\Robin Hood - The Legend of Sherwood\Game.exe"
taskkill /f /im dxwnd.exe

I configured DXWnd as in the previous posts.

I ran DXWnd as administrator the first time only, and after that I didn't need to run as admin again. I tried to run it the first time as non-admin and it crashed, but after running as admin once, all was OK.