What games do you play?
In some internet games you can press F11 for full screen.
Though in most games you have to go through their menu's to get full screen.
In windows the default keystroke for fullscreen in Alt, Enter pressed together.
Though that is not a guarantee either.
Generally how to get full-screen is different from game to game in some sort of settings menu.
For instance I play Last Chaos online and it is automatically full-screen.
When I played runescape online I had to select full-screen at the log in screen.