For most applications in Windows 2000, Windows XP here is what you have to do to have the application open at the size you want it.
Close all windows of that application, except for one.
In this last window, resize it to the desired size (or maximize it if that is what you prefer).
Close the application.
For most applications, this is enough.
You can re-open the software and it should start out at the size you chose.
Note that some software will have a setting somewhere that can affect this behavior
If you mean full-screen, as in nothing else showing,
Only some applications will work.
F11 is often the key that magically makes the application go full-screen,
assuming that it works to begin with.