In your HOME (your user's) folder, find the "Applications" folder. Open it, you should see Marble Blast, and not much else. Right click the game, click "Show package contents". In the window that appears open the folders platinum, then client, then EDIT the file "mbpPrefs.cs", and REMOVE the corresponding mbpPrefs.cs.dso.
When you edit it, replace:
$pref::Video::fullScreen = "1";
with:
$pref::Video::fullScreen = "0";
Save it, and make sure that you removed the .dso file, or else it'll revert your changes!
Hope this helps!
~ PM
Protip: don't do fullscreen mode. Mac OS X has somewhat broken it. :C
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