Select fullscreen, predefined window size or a custom window size.
A custom resolution can run the game as almost any size window and optionally set no audio.
Enter example 800x600; and click Continue button to start the game with that window size and with no audio. If you just want to change the resolution combobox to use 4:3 sizes, then enter 4:3 and then click the Continue button to go back to the first window and the combobox will show those new sizes.