This is exactly happening to me.
I played open beta in window 1700x1000 (i think htat was my res) with no issue.
I loaded into the retail game in window mode the first time and realized i didnt add a character to my SE account options.
I logged out, added it, and now cannot get past the SQUARE ENIX (ding!) as it just goes to a black screen after that.
Full screen works fine. I was able to finish 15 leves last night (7 regional, 8 local.) The only one i failed was when i hit the windows key instead of alt to use my /aoe on macro and directx failed and the game died. Stupid non windowed mode killing my leve quest.
I have an i3 530, 4 GB ram, radeon 5870. I have dual monitors, one 23" samsung wide and a crappy 19" generic. Fullscreen is a waste of resources to me as I cant access my other monitor.
I really like windows mode cause i can work/check out recipe DB/watch anime/general multitask whilst i am ingame.
If anyone figures this out, please post in this thread or send me a PM and I will be a healbot for you for 1 hour of gametime on besaid server.
I will follow up if I find a solution.