Windowed vs Full-Screen Mode (Direct3D 9)
Direct3D applications can run in either of two modes: full-screen or windowed.
Full-screen mode means the window that the application runs in covers the entire desktop, hiding all running applications (including your development environment). Games typically default to full-screen mode to fully immerse the user in the game by hiding all running applications. An application running in windowed-mode shares the desktop with all running applications. Code differences between full-screen mode and windowed mode are very small.
Because an application running in full-screen mode takes over the screen, debugging the application requires either a separate monitor or the use of a remote debugger. Use the DirectX Control Panel Tool to enable multiple-monitor debugging. One advantage of a windowed-mode application is that you can step through the code in a debugger without multiple monitors or a remote debugger.