Issue : The game opens as functions as normal, except that it is contained within a window that does not occupy the full screen, leaving the desktop visible in the background.
Fix : Within your base folder run 'GraphicsConfig.exe' :
For Dawn of War and Winter Assault this file can be found here :
C:\Program Files\THQ\Dawn of War
For Dark Crusade this file can be found here :
C:\Program Files\THQ\Dawn of War - Dark Crusade
When this tool is loaded up, on the third screen (after clicking 'Next' twice) untick the box next to 'Run in a window'.
Example : http://forums.relicnews.com/showthread.php?t=132779