By default, they only support full screen mode. I dunno what other software you got running that could be causing this if at all. What's your desktop's resolution? Do you have a really powerful graphics card or something? Maybe try setting your desktop resolution to the minimum that you can like at 800x600, then try running the game. The game requests an 8-bit, 256 colored 640x480 resolution mode, full screen, through DirectX; it cannot do anything else. My only other guess is you've got such a high resolution with your card that's causing this. Obviously, if know how to set your default desktop resolution to even 640x480, that would have to work.