lthompson-22: didn't work.
Ok, I got an answer and it just confirms what I already said. It didn't worked for me earlier, because for some reason I'm unable to uncheck compatibility settings on my Windows XP machine, but no problem to do this on Windows 7.
I'll write a short guide how to run this game in windowed mode here:
1. download and install Atlantis game (it's better to not install it in Program files folder, a dedicated folder for GOG games, i.e. C:\GOG Games is the best solution)
2. download DxWnd from here -
https://sourceforge.net/projects/dxwnd/ and extract the content of .rar file wherever you want
3. THIS IS IMPORTANT - right-click on the game shortcut (or Atlantis.exe in game folder), select "Properties" and then "Compatibility tab" and uncheck "Run this program in compatibility mode for"
4. go where you extracted the content of DxWnd .rar file, right-click on dxwnd.exe and select "Run as administrator"
5. in DxWnd window right-click anywhere in the white area and select "Add"
6. in a new window, set the path to the game .exe (Atlantis.exe) in "Path" field (you can also set the name, but it's not necessary) and click Ok
7. and that's it! You should be able to run it in windowed mode now - right click in DxWnd window on a new task you just created and select "Run"