You all might be aware that all forms in Ax2009 are behaving like independent application forms.i,e When you open any form it will get open outside the application.
So following are the two solutions to open forms in same workspace as in Ax4.0
1. Change the formdesign property windowtype(from standard to workspace).this you have to do for all the forms which is time cosuming.
2. Or else Add following line in the init method of SysSetupFormRun class.
before super() as shown in the following code
public void init()
//at run-time you are setting property to workspace.
workflowControls = SysWorkflowFormControls::construct(this);