The problem is (or was) that Hearts of Iron 2 does not work at any resolution above 1024x768, due to it being locked into that resolution.

As i'm sure you know from being the owner of a 1440x900 monitor, trying to run games on it that are at 1024x768 results in a quarter of the game being offscreen.

Anyway, it doesn't matter now - hours of almost fruitless searching resulted in me finding that HoI2 Armageddon now has the option of putting 'windowed' in the command line parameters so that it runs in a window, which allows me to play it on my PC.