Open the folder where you have the game installed and search for the following file:
dosboxCannonFodder.conf

BackUp it first (!!)
Open it

If you want to play Cannon Fodder in Window Mode, just do the following:
search for the parameter fullscreen=true and switch it to fullscreen=false

To skip the intro:
Search for the following code:
c:
cls
INTRO.EXE
CF_ENG.EXE /f
exit

put a "# " before the INTRO.EXE, so the command lines read:
c:
cls
# INTRO.EXE
CF_ENG.EXE /f
exit

This is very helpful, thank you!