Debug Demos in 'windowed' mode?

I've been going around and around getting OgreOde working on my windows xp notebook. Currently when I debug the demos, they are running full screen. I'd really like to step through them having my VS 2008 (Express) and see the demo running at the same time. Multiple monitors is not an option at this time so I'll need to share real estate on 1 screen. I poked around the config files and searched through the forums but haven't seen anything - is there an easy way to do this?

I don't understand, this should be an option when you create your render window, or are we not on the same page here?