Press Alt+Enter for windowed mode. Press it again to switch back to fullscreen mode.

And as for sound/music, you could change it within Window's Volume Mixer.

Windowed mode doesn't help much if the Window can't be scaled, and is it really too much to ask to be able to set music and effects volume from within the game?

And please let's not get into setting the desktop resolution, start the game and set DT-resolution back afterwards. I know it's possible to implement windowed mode with a selection of screen sizes, other games managed too.

just started the game, so I'm bumping this, though if he didn't add proper windowed mode and audio settings when the game came out, he's not gonna bother years later. haven't even started level 1, but the laziness is already disappointing. you can set windowed resolution in the registry, but it shouldn't work like that.