I was trying to get Warcraft 3 Frozen throne to work in windowed mode today and figured out how to do it. All you have to do is right click the shortcut, click on the application path and use your right arrow key to get to the end. When you get to the end make a space and type -window this will allow you to run the game in a window.

An example would be:

"C:\Program Files\Warcraft III\Frozen Throne.exe" -opengl -window

The opengl is so that I can take screenshots of the game while playing. Currently Direct X doesn't allow me to take screens so I have to use opengl.