Square Enix's official Windowed Mode may cause some older systems to become noticeably more sluggish, but if you're running a PC from within the last 2-3 years with a dedicated video card, you probably won't experience the lag.
So yes, if you have an older PC, do a google for Windower.
FFXI: Catwho on Bismarck: Retired December 2014
I can't understand anyone who skips the cutscenes of a Final Fantasy game. That's like going to Texas and not getting barbecue.