[Mobhack]

It is normal for full screen mode to be faster than windowed mode, but this may not be the case with an LCD screen, as it is probably having to interpolate an 800 screen onto a constant 1024 dots or even 1280, whereas a CRT monitor would only be having to draw the 800 dots wide screen. That could be partt of your problem?.

That aside, have you tried adjusting the preferences for the unit move delay and perhaps graphic delay (if explosions etc are too slow for your taste) on the MISC tab of the Game Options Screen?.

(Game Manual, "Tuning Your Machine" link)

Cheers
Andy