Here you are then JB, I get the impression that you are not totally new to the registry, so I'll just give you the key and value to enter.
If you aren't 100% confident about making changes to the registry, then back it up before you make any changes.
KEY : HKEY_CURRENT_USER\Software\WGT\WGT Golf\Screenmanager Is Fullscreen mode_h**********
VALUE : 0
The ten asterisks at the end of the key represent ten digits. I don't know if they have any security relevance, but I hid them anyway.
See Sam's post below for correct solution