There is very little difference in doing something for windowed mode at least if you are just looking to setup something that can run both.

Here is the code I use

if (aWindowMode == WINDOWED_MODE)
{
D3DDISPLAYMODE mode;
//Get the current mode that we are using in windows
myD3D->GetAdapterDisplayMode(D3DADAPTER_DEFAULT, &mode);

//Check that we have a good display mode (32 bit)
if (FAILED (CheckCurrentDisplayMode(&mode) ) )
{
return E_FAIL;
}

// Set up the structure used to create the D3DDevice. Since we are now
// using more complex geometry, we will create a device with a zbuffer.
d3dpp.BackBufferWidth = SCREEN_WIDTH;
d3dpp.BackBufferHeight = SCREEN_HEIGHT;
d3dpp.BackBufferFormat = mode.Format; //use the format from windows
d3dpp.BackBufferCount = 1;
d3dpp.EnableAutoDepthStencil = TRUE; //Enable Z-buffer
d3dpp.AutoDepthStencilFormat = D3DFMT_D16; //Make it 16 bit deep
d3dpp.SwapEffect = D3DSWAPEFFECT_DISCARD;
d3dpp.Windowed = TRUE;
}
else
{
d3dpp.BackBufferWidth = SCREEN_WIDTH;
d3dpp.BackBufferHeight = SCREEN_HEIGHT;
d3dpp.BackBufferFormat = D3DFMT_A8R8G8B8;
d3dpp.BackBufferCount = 1;
d3dpp.EnableAutoDepthStencil = TRUE; //Enable Z-buffer
d3dpp.AutoDepthStencilFormat = D3DFMT_D16; //Make it 16 bit deep
d3dpp.SwapEffect = D3DSWAPEFFECT_DISCARD;
//d3dpp.FullScreen_PresentationInterval = D3DPRESENT_INTERVAL_IMMEDIATE;
d3dpp.Windowed = FALSE;
}


I probably requires you to run 32 bit in windows. Maybe not