I wish I could post a pic of it to show you.
If you go lower or higher than your monitor's resolution then it will probably not go fullscreen by itself. Whenever I try to play in 800x600 I have to alt+enter to get fullscreen but then my monitor starts to beep and whistle and the screen is deformed.You could manually set the gl_mode to 6 (1024x768) or higher; in the console type gl_mode 6 and hit enter. If it goes into windowed mode hit alt+enter.