Well Cross Fire can't go to full screen while in game.
You could play around with the screen resolution and Cross Fire's resolution.
If you got a 1280x768 monitor, set Cross Fire's resolution to 1024x768.
You basically gotta play around with the screen resolution.
Windowed mode is only available when your not in game(lobby, channel/server selection, etc.).
If you want to do that then go to your options and on that same page select windowed mode as your viewing mode.