Or use DXWND like I did.. using DXWND I was even able to set the window size.
- Open the game
- Go to Settings and select Windowed mode
- Close the game
- Right click on HARLEM2.EXE
- Select properties
- Go to Compatibility tab
- Enable [Reduced color mode]
- Select 16-bit at the dropdown below
- Click OK and and run HARLEM2.EXE again