I may well be stating the obvious here, but if you maximized windowed mode you'd be in full screen
![Razz :P](./images/smilies/icon_razz.gif)
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.