Maybe it only works with Windows 7 Prof 64bits or with NVidia cards or with the latest NVidia (beta) driver or whatever. All I can see is that it works here

When I set my card in overclocked state and do this, then it goes from 30-35 fps to 45-50 fps.
Why it works this way I don't know. All I can come up with is that bringing the game to windowed mode, drops a setting which is not recovered when going back to full screen. Don't know which setting though.