half-life and it's derivatives (cs, firearms, etc) has a windowed command-line option....Starcraft definately doesn't, but you can alt-tab out of that one.
I'll look up the half-life parameter...
add the -windowed after the command.
For example:
C:\sierra\half-life\hl.exe -windowed
(I don't remember the exact file name, but I think that's it)