Count your blessings, kiddo! Most hackers would kill to get RCT to run in a window.
Not having to hit "Start" to access a trainer window every time you wanted to perform a hack, would of been a Godsend.
But it means whenever you want to scroll a long way up, your mouse goes out of the game and onto the desktop. Not only that, but the size of said window is small, so you don't get the feeling you are actually there, and it gets very annoying when watching coasters running as you keep having to move the mouse to keep track of the trains. Seriously, any advantage regarding trainer windows is set off by massive disadvantages in game playability and looks.