Thanks, it help's a bit but I can still see how it goes from full screen to the window and it's still ugly. And it's not initialized twice.

I have no rezize events. This is what I now have in formCreate:
Code:
  DXDrawGame.Finalize;
  RestoreWindow;
  DXDrawGame.Options := DXDrawGame.Options + [doFullScreen];
  DXDrawGame.Options := DXDrawGame.Options + [doNoWindowChange];
  DXDrawGame.Display.Width := 1024;
  DXDrawGame.Display.Height := 768;
  DXDrawGame.Display.BitCount := 16;
  DXDrawGame.Initialize;
It works better but not perfectly, when the rezize finishes the icons on my desktop needs to be refreshed. So I suppose I have a choice between that and full screen mode. Unless there's another way to do fade in windowed mode?

Thanks for your help!