I had to run one of my laptops with a "Windowed" SH4 (old HP, strange HD display), but the other two I've tried it on, no issues, so long as you find what the "Native" resolution of the display is, set Windows to that, and the game to that also. Don't forget that you have to exit out of the game and then start it up again in order to see display setting changes. If the game doesn't have a matching resolution, then you would have to do "Windowed"...
