Rendering the Desktop has zero influence on the emulation performance. The Desktop only gets redrawn when it actually changes (not sure if that's the case in aero, but even then the performance impact is ridiculously small).
EDIT: Oh and he's not even using Windows, go figure. I.e. the behavior of the Desktop likely is the same for fullscreen and windowed mode.
EDIT: Oh and he's not even using Windows, go figure. I.e. the behavior of the Desktop likely is the same for fullscreen and windowed mode.