Since Vista/Windows 7 i'm having trouble with a fullscreen OpenGL window obscuring win32 dialogs. This wasn't a problem in XP, where the dialogs remained on top of the OpenGL window. If the OpenGL window is smaller, there is no problem.
It's not that i'm creating a fullscreen window as such, i'm just creating a borderless window with the same dimensions as the screen. If i make it just one pixel smaller (horizontally or vertically) all goes well.