A game creates a vmr7 filter, inserts it in a IFilterGraph2 and calls put_FullScreenMode(OAFALSE) on the graph's IVideoWindow.
This currently returns E_NOTIMPL in Wine and the game quits on that error code.
A full solution would likely require to implement IFullScreenVideoEx filter, and other bits, but this simpler approach let the game move forward.
Also tested & fixed calling put_FullScreenMode on the current mode returns S_FALSE instead of S_OK.