I really like playing Martian Memorandum in a window because the game doesn't look great at fullsreeen. I tried to grab the corner and resize it, but it seems locked. Is there anyway to double the window size?

You can change window size in .conf file (there should be one in game folder). Open it, find the line 'windowresolution=original' and change it to whatever you prefer (such as 'windowresolution=640x480')
However - I've never tried it. I always played at game original resolution.

ALT + enter resizes the window in dos box & config screen in pandora under video you can select different sizes to run game.

While there, you might want to play with scaler= setting in the [render] section. I usually use advmame2x, but it's really a matter of taste, so YMMV.