If you set your game resolution to your full screen resolution, yet have full screen deselected, it still behaves as if you had full screen active, i.e. no taskbar at the top of the screen, minimize/restore failure, etc.
It would be preferred if we could get a window the size of your screen and still have the taskbar. After all, that's what not playing in full screen is supposed to mean
I also noticed, that if you set it to slightly smaller than your full screen, it still doesn't have a window frame. However, there is a task bar and all the other niceties of being in windowed mode. So basically, you cannot -move- the window, but all else works.