To fix this annoying problem go into Registry Editor by running it from Window's Run dialog (Win+R) and type in "Regedit".

Next in the address bar type in "Computer\HKEY_CLASSES_ROOT\VirtualStore\MACHINE\SOFTWARE\WOW6432Node\PopCap\Dynomite", and click on "ScreenMode". Now change the value to 0 for windowed, or 1 for fullscreen.

Hit ok, and try loading it now. It should be in a window!

Here I'll list every setting in the game you can change with this method. A lot of these settings are also in other older PopCap games like Chuzzle, Alchemy, and BIG MONAY.

• CustomCursors - 1 turns them on
  
• FossilGameType - Changes the difficulty in the Gossil game mode
  
• GameType - Game mode
  
• InProgress - Toggles if a game is currently in progress?
  
• ITSuccess - idk
  
• LastVerCheckQueryTime - Has to do with the auto update function
  
• LockCursor - Locks cursor into the game window
  
• MusicVolume - Goes up to 50
  
• Muted - Obvious
  
• ScreemMode - 0 for Windowed, 1 for Fullscreen
  
• SfxVolume - Sound volume, mine's at 85??
  
• SkillLevel - The difficulty
  
• StompedLevel - Difficulty in Stomped game mode
  
• TimesExecuted - Total playtime? Mine's at 106 when I barely played it on here
  
• TimesPlayed - Amount of times the game was launched
  
• WaitForVSync - Toggles VSync