How to Launch Jedi Knight in Windowed Menu Mode with -windowgui
STEP 1 - Create a shortcut to your JK.EXE game executable.
FIGURE 1 - Navigate to your Jedi Knight installation directory. This should be "C:\Program Files (x86)\Lucasarts\Jedi Knight". Right-click JK.EXE and click "Create shortcut".
FIGURE 2 - A shortcut will be created in the same folder named "JK - Shortcut". Right-click JK - Shortcut and click "Properties".
FIGURE 3 - You need to add -windowgui to the Target field. At the end of "C:\Program Files (x86)\Lucasarts\Jedi Knight\JK.EXE" you need to add -windowgui.
FIGURE 4 - The target field should look like this when you are done: "C:\Program Files (x86)\Lucasarts\Jedi Knight\JK.EXE" -windowgui.
Click OK to save settings. Move this shortcut to your desktop.
Now every time you launch JK using this shortcut it will launch in Windowed Mode. Again, this only applies to menus.