Have you tried the feature in RetroUI?

It runs an app in a window as they say it does, but unfortunately comes with a list of limitations which effectively make it useless.

Only one app can run in a window and this window sits on top of everything.

When you switch away from it the window vanishes and you get an animate to desktop animation, this includes opening another window, clicking another window, even alt tab causes the window to jump back to the original location.

We had a feature like this internally during Start8 development, but opted not to ship it due to similar limitations as the support enquires would be excessive and it would make the product as a whole look unreliable.  We would prefer our customers to be happy with the product rather than get excited about a feature on the website and then disappointed with it once they use it.

Thats not to say we have not continued to look at this and other possible features for various products on Windows 8, so you may see it one day in one form or another but if we do it then the limitations have to be addressed first (or turned in to features at least!)