This might be interesting: http://blogs.msdn.com/b/oldnewthing/archive/2005/05/05/414910.aspx
Basically the task bar has some code behind it to notice if it should hide itself or stay visible, if you follow the blog entry you should find how to do it right.
Try something like this:
You could have a look at my game window class in my 3d engine, that's how i do it. My guess is that you forgot the
CDS_FULLSCREENat line 110 in my code, in the ChangeDisplaySettings() function.
You don't need (or want) to hide the taskbar... with this code, the taskbar will be covered by the fullscreen window automagically.
I also agree that using a fbo for multiple resolutions is the way to go. It may cause stretching though, for example, when resizing the window in windowed mode.
