add /windowed to the game's shortcut parameters
Windowed mode works fine on my system.
Here are all the cmd line parameters I found in the exe:
/autostart - Skips frontend
/noprelod - Show game before the landscape has finished lodding
/nolandscape - Turn off landscape updates
/windowed - Windowed mode
/fullscreen - Fullscreen mode
/h - This help
I haven't tested any of the others. Hope someone finds this useful.