When I start the game it goes into full screen like it should, but then it goes back into windowed mode or is this a new feature I'm not aware of?
Make sure you have reset all of the options back to where they say No, do not window. One of them is when you're in the screen going to look for multiplayer hosts.
Does it go back to window when you goto the multilayer menu? its been happening to me alot but i dont mind it
Like I just said, it's probably because you have "Yes" selected for "window mode" when viewing multiplayer hosts.