In my experience of WoW running windowed ran slower than running full screen. But saying that anything is worth a try right?
Just about that registry entry, make sure it's spelled right and you remember that it's all case sensetive. When I first installed the game I spelled it wrong and my framerate never went over 10. When I fixed it I got 50+ framerate all the time.
If you're building a new PC, get an NVidia card