How to play SH4 in window mode

[FightingSteel1]

Originally Posted by USS Drum

Here's how you get to windowed mode:
Step 1.Go to options
Step 2. Check windowed mode and wah-la
Step 3. Chose what screen resolution you want (it's to the left of the windowed mode check box) and then you are done.

Did you even read his post?

I don't have any definite answer for you, but I did find this to try:

After checking "Windowed mode" in graphics settings, exit the game, make a shortcut for SH4.exe wherever you want, (right click on the icon) enter its properties and under "Shortcut" tab, select "Run: Minimized".