... looks weird (first impression). :(

Had I known before that the game has no settings (specifically no resolution settings) what-so-ever I would not have bought it. But since it was a sale & the described complexity of it still sounds interesting enough that I might try it at some point in the future I won't bother with a refund. But right now I'm too upset to enjoy the getting to learn a new game stage.

edit
toned down the wording a bit.

GOG doesn't pre-mod games, short of making sure they work as originally made (otherwise, other people will get equally pissed ;)). However, there are tools to change the resolution and windowed modes over here: http://www.geocities.jp/soukan_n/f/index.html

HoI2 has a couple of interface issues with non-default resolutions, but they're easily fixed with MS Paint. It's all written up and easy to follow.

I huffed and puffed and then calmed down. Got used to it & it does not bother me much anymore with the slightly stretched look.

Its quite cool. The alternate history setting that could evolve is awesome with all that detail. Especially doing weird stuff like a diplomatic alliance building Nazi Germany with the US as part of the axis :P