Quote Originally Posted by Huehnerschaender
I know that the game captures the mouse, but imagine playing it without that "feature".
In Windowed mode, games should behave like other Windows applications.
I often play RTSes in Windowed mode because when you are building up your army there is usually a lot of waiting around for things to be created before the action starts. I might surf or chat while this is happening. If the mouse was captured I would be forced to endure the building process.

When the form loses focus ( Deactivate event ), you can pause the game. Remember to pause your timer as well otherwise you may end up with strange results once you restart.