Yes, that is a problem if you use the windows requester. as most versions of tinyptc need #define ptc_win, there is a version of tinyptc here somewhere that asks for fullscreen or windowed, I believe it is the one made by Rbraz.
Rbraz is around quite a bit, maybe he can point you the right way.. The latest one I use is with mmx support and it doesn't prompt for fullscreen/windowed.