I've had this problem before (in fact I have it everytime this happens) but I noticed it only happens when I click outside of where my windowed mode was. It's almost as if the game still thinks it's in windowed mode. The way I fix it is by hitting alt+o and manually changing my display resolution (to what it already is, but I guess the game doesn't know about it?) after I have full screened.
Note: If you hit alt+o and the options box comes up outside of the limits of your windowed mode border you may have to change your resolution before going to fullscreen mode, or do what I did and drag it over into the windowed mode box.
Hope this helps a little!
P.S. I completely circumvented this by making my windowed mode run at the same resolution as my full screen, so no matter where I clicked I would be within my windowed mode box. Not as convenient admittedly, but at least I can multi-task.
[You must be logged in to view images. Log in or Register.]