Thanks Jojoofu
I did a local search for the sample project but I couldn't find the one you are talking about.
Moving on, I should mention that I am using VB.NET, although I have no trouble translating C++ to VB 90% of the time.
I have these optional undocumented parameters in the SetDisplayMode function;
iMode, iVertexProcessing & iLockable.
Unfortunately, the antialiasing (multisampling factor) option is not in this library; it may be in the Dark GDK update, and is available in DBPRO, but the parameter was not exposed for .NET interface for some reason.
I assume iMode represents WindowMode, iVertexProcessing for various processes
as illustrated here, and iLockable, not sure what that parameter is for.
I am probably not going to get around this, the players will have to set it manually outside of the game.