Had a quick look at the MAMECE code

hWnd = CreateWindow( _T("MAMECE_PLAYWINDOW"),
_T(""),
WS_POPUP,
0,
0,
GetSystemMetrics(SM_CXSCREEN),
GetSystemMetrics(SM_CYSCREEN) ,
MAMECE3App.m_hwndUI,
NULL,
hInstance,
NULL);

ShowWindow(hWnd, SW_SHOWNORMAL);
UpdateWindow(hWnd);



As far as I can see there are some things to try before trying the SHFullscreen call. The WS_POPUP and the ShowWindow(hWnd,SW_SHOWNORMAL) call (I just used WS_VISIBLE). Maybe give that a try?