Don't download random bullshit W:A installations/repacks/actualizers from the internet, unless you're ready for this sort of things happening all the time.
wkD3D9Wnd is a module made to make the game run in a window - exactly what are you experiencing; it's working as intended. As you might have guessed from its name, it only works with Direct3D 9 chosen.
It appears that whoever made said repack included wkD3D9Wnd into the "installation" but failed to configure it (or at least tell the user how does the included stuff works, or probably you just didn't understand him), so it was present in game's folder but never actually worked... until you enabled loading of WormKit modules AND set the renderer to Direct3D 9 (which I assume you did no more than two days ago), which matched its requirements.
To turn it off, open wkD3D9Wnd.ini and replace EnableModule=1 with EnableModule=0, or just remove wkD3D9Wnd.dll from game's folder. It does not affect hosting - "I tried to move out wkD3D9Wnd, but it made that I cant host." sounds like you did something wrong.
I had a similar problem with someone having wkPackets out of nowhere just a week ago.