Make sure your window resolution is the same as your full screen resolution. and or may have to set them both to your display resolution.
Check your eqclient.ini
Code:
[VideoMode]
WindowedWidth=x
WindowedHeight=y
Width=x
Height=y
Otherwise any time you click outside the windowed resolution size even while in full screen it will kick you back to windowed mode because it thinks you clicked outside EQ.
ps. Search the forums next time. I've answered this at least two other times.
edit: make sure you havn't installed your EQ to C:\Program Files