I use
Jabo's Direct3D6 1.5 for video
Jabo's DirectSound 1.5 for sound
N-Rage's Direct-Input8 V2 1.80a for controller
Some of these may have been updated I have had then a while. But they seem to handle most of the games on my PC (P4 2.4GHz 512Mb GeForce FX5200.
The Full screen option is in 'Options,Settings,Options' there is a flag to 'goto full screen on loading ROM'.