Steam version of Fallout / Fallout 2 in a window

There is no way to do it with stock Fallout 2, but there are mods available to do it.

For example, this one: Timeslip Fallout 2 engine tweaks for Windows 2000/XP/Vista


You should get Killap's mod: http://www.killap.net/

It takes care of this. If you read the readme it tells you how can you do this.