Hi,
Have you looked at the DirectShowNet library?
http://directshownet.sourceforge.net/index.html[
^]
It has loads of examples showing you how to do it.
The Dvd Player sample does it this way:
private IVideoWindow videoWin;
(...)
hr = videoWin.put_FullScreenMode( OABool.True );
It is mainly c#, but it will be easy to see how to do it in C++
Good luck,
Valery.