COH2 is one of the most demanding games out there, despite being an FPS and despite not looking significantly better than COH. The 9600 is going to have problems with it, it may even crash.
But fyi, based on this page
http://www.techspot.com/review/689-company-of-heroes-2-performance/page3.html, COH2 can do up to at least 2560x1600 resolution.
It also supports windowed mode, just press alt+enter.
Anyhow, get the latest drivers for your graphics card and see if that fixes things, also figure out what graphics card you have.
The radeon 9600 is circa 2002 I think, and definitely would be unable to run coh2.
A radeon 6950 would be more than capable.
A geforce 9600 would be borderline capable of running it.