I think Roy has it right. Dragging the corners to the edges will keep it out of full screen mode. Even though the video is the same size, Windows treats it differently if you are not in full screen mode. Full screen is what you get when you double click.
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Test machine:
Vista Home Premium / Toshiba Satelitte X205 / 2.0GHz Core2 Duo / 2GB memory / 2x NVIDIA GeForce 8600M GT
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