Your profile says Windows XP pro, and doesn't say what Mac operating system you are running. Now most Mac operating systems do not let you pull the window edges to resize the windows. The only controls you'll get are in the corners.
There have been some hacks on certain operating systems to make the edges work, but like I say they are hacks, and may not work through an operating system update. The last time I saw such a hack work was way back in System 7.6 with Church Windows. There may be additional ones on Mac OS X that work that have been mentioned on:
http://www.resexcellence.com/
Of course if you run Windows in emulation, or virtualization environment, Windows applications themselves will still have their usual interface behavior:
http://www.macmaps.com/macosxnative.html#WINTEL
tells of several such options.
I'd add, I prefer the controls to remain on the corners, because otherwise you get confused how to move windows using their edges, or you might misdirect your cursor to the scrollbar and instead end up resizing the window when you don't want to.
