I had full screen when I set all my keys and settings, then when the game started it switched to a box.
Ok not trying to be condensending but after
you started the game did you go back into the games settings and check off the full screen box?
Also do you have something like ZoneAlarm as a firewall? Because when I used ZoneAlarm it popped up a little warning box about Crysis accessing the internet and it put the demo in windowed mode. I simply had to just recheck the fullscreen box.
Just a few suggestions......