.:z:. Make a shortcut on desktop w/ target as this:
"C:\Program Files\Activision\Call of Duty 4 - Modern Warfare\iw3mp.exe" r_fullscreen "0"

^^^ Copy everything in bold, even the quotes ^^^

Change the game path as necessary.

Start COD4, open console and type /vid_restart

You might want to change your game resolution so it fits better on the screen now.

.:z:. If you want to set it back

Open COD4 w/a normal shortcut or change the "0" in the other shortcut to a "1" then start COD4 again.

Open the COD4 console and type /vid_restart

Now you can open your COD4 in a window!