That issue is a function of your computer's video card not switching into 800x600 resolution. The video card is staying at the higher resolution and displaying the game in the center of the screen. You can manually set your display setting to 800x600 before running the game full-screen, or you will need to consult your video card's user's manual or contact the manufacturer to determine how to get it to automatically switch to 800x600 resolution.
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