I've tried a whole bunch of settings, but there is always a big black border around the game. Anyone know how to make it full screen?

Thanks.
Rob

The reason for the black border is that the game was made for monitors with a 3X4 aspect ratio, while you are most probably using a modern monitor with HD resolution.
The black border means the game has the right resolution.

Don't use "Correct Aspect Ratio" in the Graphics options and you will get glorious stretched "full screen".