Yep...it craps out for like a min when changing to windowed mode. It's not just you....

By the way, don't try it with Spearhead because the game will crash, plus it will take forever and then crash out next time you try to play it.

You have to edit you unnamedsoldier.cfg file. It's down the bottom somewhere, ("fullscreen" 1 -- change to 0 for no fullscreen)