Step 1. Enter the game you want to get Fullscreen.

Step 2. While in-game Press the following combination into your keyboard "Alt + Enter".

Step 3. If things go correctly you should have Fullscreen.

These are a list of games that I've tested that works with the method listed above.

1. Castlevania Advance Collection
2. GUILTY GEAR 2 -OVERTURE-
3. NEOGEO POCKET COLOR SELECTION Vol. 1 Steam Edition
4. SNK VS. CAPCOM: THE MATCH OF THE MILLENNIUM

If I find more games that work with this method I will add them to this list.