http://bugs.winehq.org/show_bug.cgi?id=31370
--- Comment #1 from Henri Verbeet hverbeet@gmail.com 2012-07-31 16:55:29 CDT --- (In reply to comment #0)
Any programs which able to switch full screen is broken in full screen mode. As soon as it tries to switch in full screen and configured to displayed in desktop it switch to "window" with decorations and panel other it.
Your description is somewhat lacking, perhaps a before and after screenshot would be clearer. From what I'm reading so far this sounds like an issue with your window manager or perhaps desktop environment though.