From what limited research I can do online at work (restricted access to "forbiden" sites, like game sites etc.), have you updated the game? I did a google search for "Phantasy Star Universe full screen", and found a few blurbs about the full screen being fixed in the patch along with some issues with anti virus compatiblity issues.
Other than that, is there an option in the game where you can switch from full screen to window (perhaps in the "video" or "gameplay" options)?
As a last resort, I'd try browsing through the manual (yes, I said it, read the manual......even though I seldom ever do!)
Let us know how you fare with this!
War produces veterans, wounded both physically and mentally. They have sacrificed for us.....and it is now our job to help these veterans, as they have already helped us in ways we will never know, in ways that we cannot fathom, and in ways that we take granted every day.