Have you made sure that your Window is actually in full screen, with borders etc removed? My guess is you are making your drawing space 3D but not the actual window.
You window should have properties that resemble the following.
hWnd = CreateWindowEx(NULL, L"WindowClass", L"Basic Window",
WS_EX_TOPMOST | WS_POPUP, 0, 0, SCREEN_WIDTH, SCREEN_HEIGHT,
NULL, NULL, hInstance, NULL);
WS_EX_TOPMOST, making sure it is on top. Above start bar etc. WS_POPUP removes the borders etc, SCREEN WIDTH & SCREEN_HEIGHT are self explanatory. basically the resolution.
Chris