@Felthry The best advice I have there is "dick around with the settings a bunch, particularly the DirectX version used"; some games don't play nicely with too recent versions either, and while your computer will automatically adjust to that, DxWnd won't by itself.
@Felthry I know, but I've still had to set it manually for some games myself; notably Need For Speed Underground 2.
@Thaminga Unfortunately, it doesn't seem to have helped. And I've noticed another problem: after losing and regaining focus, the mouse is no longer bound to the window properly and it simultaneously has a cursor inside the window and outside it... this is frustrating and Computers Are Hard