I may well be stating the obvious here, but if you maximized windowed mode you'd be in full screen
As for making it so you can't click out of the window, if you used the Glide wrapper (
http://www.svenswrapper.de/english/downloads.html) you can select the option to "Capture Mouse" which will prevent the mouse from leaving the window. Regarding the size of the window, that's stuck - the game runs at 800x600 unless you get 1.13 and/or Multires, which is incompatible with the mod and cheating, respectively.
Hope that helps.