Well if you wanted to completely freeze the game, you'd have to use the system-exclusive window. But I really wouldn't recommend doing so, because the system exclusive windows aren't intended for in-game content.
Freezing the game isn't a good idea anyway, because it would effectively freeze the possible animations used in that window and some other things.
So, using a window - yes, that shouldn't be a problem, but freezing the game using system-exclusive window - rather not.