I have a solution and it F***N Works for me! If you can run gears of war for the pc and you can access the menu. Heres what to do:
Go straight to options and video options.
Change full screen to OFF
Wait for the error box to appear.
DO NOT click on it, simply alt + TAB to the game window again.
Now change the fullscreen back to ON
Now play and enjoy!
Just ignore that error box.
When you finnish just end the game.