Hit ESC to open your settings. Make sure you don' have the "Full Screen" box checked. The first line changes your resolution. Depending on your monitor size you can toggle through several choices. I usually play on 800x600 when I'm dual boxing on my laptop. Some choices will automatically check the Full Screen box so you will probably want to bypass those. Also make sure that once you are playing you don't accidentally hit the maximize button on the top right. But if you do you can always press ESC & undo it by unchecking the box then resume play.
Generally, when asking for technical help you should be sure to list your operating system and all the things you've tried so far.
For example, the first advice I'd give for toggling off full screen is to change your video aspect ratio settings in the game. Some ratio settings won't let you go off the full-screen, while others will. It will be under video settings in the game settings section. Changing to a different ratio might help, for example: 1064 x 768.
If you've tried changing the screen ratio and still can't get away from full screen, contacting support is probably your best bet. You can get to them by clicking "Help?" in the upper right corner of this page. Be sure the email connected to your account is up to date, since KI will contact you there.