Actually, that initial window is shown for a very small instant (on my computer, at least). It stays on-screen for an extended period of time only (as far as I have seen) when you execute some sort of time-consuming loading code before you initialize the GFX mode. I'm sure a EXE hack isn't necessary, unless you absolutely will not tolerate that window. I actually prefer a blank window to no window at all, since I can know that something's loading, not having to wonder whether I double-clicked the EXE correctly.