Please post your config. Offhand, make sure there are NO quotes around the [ROMPath]\[ROMFile]. Most emulators expect them, Project64 does not work with them. As the fullscreen option indicates, it goes fullscreen after the ROM is loaded. If the command line is wrong, all you'll get is the windowed interface. Also check out (and post if you still need help) the contents of C:\Program Files\GameEx\DATA\runitgame.bat. That will show you the actual command line that GameEx is using to launch Project64.