Possibly your viewport (window client area/rendering area) is smaller in windowed mode than in full screen. As already said, your in-game sprite seems a little squashed when compared to your normal sprite.
Here is a hint: when you create your window for "windowed mode" do you take in account the window's borders and title bar size? When you ask Windows to create a new window, the size you request includes the borders and title bar, so the actual area you get to render in, is a little smaller than what you want.
In order to fix this (if this is the case), use the code:
RECT r;
int flags = WS_BORDER|WS_TITLE; // or other flags you may use
r.left = 0;
r.top = 0;
r.right = width;
r.bottom = height;
AdjustWindowRect(&r, flags, FALSE); // or TRUE if you use a menu
// and in your CreateWindow... //
win = CreateWindow("yourclass", "My uber game", flags, winLeft, winTop,
r.right - r.left, r.bottom - r.top, NULL,
NULL, (HINSTANCE)GetModuleHandle(NULL), NULL);
Obviously,
AdjustWindowRect is what does the magic.