Caine123: doesnt work mate, always window mode then ...
Argh, I screwed up the link, but I presume you used the method described in the one I actually linked to (I fixed the link now, of course). Anyway, using the method described there the game continues to run in fullscreen mode for me.
I noticed that in the same file where you edit the resolution and FOV (env_vars.cfg) there's also an entry called ker_windowed INT. Just in case, make sure that one's set to zero if you haven't done so already, and maybe activate write-protection for the file. It's a long shot but in some games this helps to keep them from resetting a value like this one on startup.