I realize you don't have much leeway in terms of gameplay. I also realize that this game was made, not to design a game from the ground up, but simply to bring a game program to completion. I don't have access to your source code, and this isn't in the Game Programming section, so I can't say anything useful about your programming, except that it never crashed for me, and I haven't run into any bugs. It uses more CPU and RAM resources than I would have expected -- nothing critical, but more that I expected. What I can critique is just the presentation.
The one actual flaw in the gameplay itself is a lack of cat's-game detection. When I come to a point where neither player can win, I don't want to have to put X's and O's down pointlessly, I want the game to automatically count a draw, and start over.
The controls of the game are a bit awkward. Esc is the natural choice for a pause button, not Backspace. Esc quits the game, yes, but this is a windowed app -- I can use the X to quit. It's also not entirely clear that Backspace returns to the main menu from the information menu.
But beyond specific keybindings, there is the greater issue that the use of mouse and keyboard doesn't gel. To see my point, note that everything in the game is done with the keyboard -- the cursor doesn't even show up on screen when it's over the game window. The info menu says nothing about the mouse being used. Then I press Enter to begin the game, and find I can't do anything with whatever keys I press. The game has suddenly switched to being mouse-only.
This is trivial to fix, as long as you're willing to add clickable buttons to the main menu. Then mouse control becomes integral to the game, with a few hotkeys that I can easily find listed in the info menu.
What the game really needs is feedback. Win a game and *POP* the board is reset instantly, the only recognition that anything even happened being the incrementing score counter at the bottom. What you need is for the interface to be juicy: To start with, play a sound effect and a short animation. If you draw a strike through the board, that's good. If you draw a tally in the win column for X or O, even better. The point is that the player feels like something is happening whenever they perform the smallest action (say, putting the cursor over an empty square) and something bigger elicits a bigger response from the game. Sound effects are much more important than music for exactly this reason.