If you're looking at this then you're probably dealing with an issue that I have dealt with on multiple private servers.
You go into video settings and try to set your game to windowed mode, but it just makes your screen go black until you hit escape and revert.
Sick of dealing with that? Well here's how to fix it and get the game into windowed mode manually!
You'll want to go to the location you've downloaded the client to, an example would be C:\Users\Rettosh\Desktop\WoTLK_Plus
In here you'll find all of the files related to WoTLK 3.3.5a that are required to run your game.
You want to look for a Folder named "WTF" and open it. ex C:\Users\Rettosh\Desktop\WoTLK_Plus\WTF
In that folder you should find two items, a folder named "Account" and a WTF file named "Config".
You'll want to open that config file in your preferred text editing program such at Notepad.
Anywhere within this file you'll want to add the line
SET gxWindow "1"
You don't need to place this in an specific portion of the code, just make sure that it is on it's own line.
Now when you launch the game you should be forced into windowed mode, enjoy!
Copy of mine if you have an issues
SET locale "enUS"
SET realmList "logon.wrathplus.com"
SET hwDetect "0"
SET gxResolution "1920x1080"
SET gxRefresh "60"
SET gxCursor "0"
SET gxMultisample "8"
SET gxMultisampleQuality "0.000000"
SET gxFixLag "0"
SET gxWindow "1"
SET videoOptionsVersion "3"
SET movie "0"
SET mouseSpeed "1.5"
SET Gamma "1.000000"
SET readTOS "1"
SET readEULA "1"
SET showToolsUI "1"
SET accounttype "LK"
SET Sound_OutputDriverName "System Default"
SET Sound_MasterVolume "0.10000000149012"
SET Sound_MusicVolume "0.20000000298023"
SET Sound_AmbienceVolume "0.20000000298023"
SET farclip "727"
SET specular "1"
SET groundEffectDensity "24"
SET projectedTextures "1"
SET accountName "TomDoesStuff"
SET gameTip "136"
SET Sound_SFXVolume "0.20000000298023"
SET checkAddonVersion "0"
SET Sound_VoiceChatInputDriverName "System Default"
SET Sound_VoiceChatOutputDriverName "System Default"
SET realmName "Menethil"