I'm probably stupid but what exactly do you want? Do you want to use DirectX to draw on your form (then it should be something like myDirectDraw.SetCooperativeLevel(MyForm.Handle, DDSCL_FULLSCREEN or DDSCL_EXCLUSIVE or DDSCL_ALLOWREBOOT)) or do you want to have a form pop up at runtime? Then this link may be useful (FullscreenDialog I think).

I guess it's the same thing with Direct3D.