Mine opens on my Secondary screen full screen everytime. All I recall doing is dragging it over on XP and Vista and then press and hold "Ctrl" while I exit out of the program. This usually makes windows memorize the last configuration postition and view. Now to get it to open Mazimized I just use the "Green Button" on the remote everytime and it goes full screen. Hope this helps.
The only issue I have is my mouse being locked on the Full Screen application. But a simple press of the "Start" button I release it. As a matter of fact I am watching L.O.T.R and replying now here.