For some reason, I find that my Windows 7 RDC connections sometimes decides that it does not want to be in full screen mode, and even after closing the session and you come back into a new session the screen is no longer in full screen. You can change this by putting the display back to full screen and login again, but you can also just use the hot-key to toggle the screen:

Control + Alt + Break

Note on most laptops you need to also hit the function key as well as the break is so rarely used it is noted as a specific function key.