While in game press ( ~ ) to open your console.
Then type "/r_fullscreen 0" 0 = windowed, 1 = fullscreen
Then type "/vid_restart" This will reset the video w/o restarting the game!
It might take 10 sec - 2 minutes for the video to reset. It will look like the game has closed but DO NOT Touch anything!
And thats how you get Windowed mode on CoD5.
Who do ya love?