Follow these steps to fix the 0x0 screen size issue when launching the game from Dxwnd.
1. Close everything.
2. Reopen Kingdoms.exe from the kingdoms folder.
3. Adjust the screen size, and close the game.
4. Reopen Dxwnd.
5. Launch the game from Dxwnd.
Now you should be able to readjust your screen size anytime you use Dxwnd.