Purchased of steam yesterday, haven't been able to play yet.  As soon as I try to start the game I get a "unexpected error program must close" popup. 

In fact I get this for a lot of games on my machine when they try to run in fullscreen. 

Is there a command line or config that I can change to run world of goo windowed, because I have a strong suspicion that this will fix it for me.

there's no commandline option, but if you search your drive for a file called pers2.dat (there's more info on our FAQ about where to find it on different versions of windows) and replace it with the version that is in the attached zip file (NOTE: you have to extract pers2.dat from pers2.zip), the game will run in windowed mode.  does that solve the problem for you?

That fixed it!