[Suicide Junkie]

SE4 should automatically open to 8x6 or 1024x768, whichever is the largest without exceeding your desktop rez.

Is the desktop larger than the visible area, such that you can scroll the view around a bit and possibly confuse the game?

What about running a batch file to set the screen rez down to 8x6 just long enough for SE4 to start, then going back up to 1024x600?
The windowedSE4 tool has an addon for win9x systems that uses that trick to erase the black border properly.