PROBLEM
In Citrix Presentation Server 4.0 a seamless applications opening in a window but not in full screen why ?

CAUSE
When you use the "Color Depth 24 bit" and the client have a big screen resolution the seamless application open in a window. This due to a lower cache size in session graphics of the application you have publicated.
SOLUTION
Solution 1
Reduce the "Color Depth" 16 bit.
Solution 2
Increase the cache value with this formula :
((color depth in bits per pixel / 8) * vertical resolution in pixels * horizontal resolution in pixels) / 1024 = memory required in kb