xobx 360 controller prog

ok, so i got my xbox 360 controller for PC, finally, and i installed the software that microsoft gives you from Windowsgaming.com that enables you to use it for games on the PC. although it works fine with most games, i find that no program - at all, can go fullscreen anymore. when i enlarge PJ64 or open Halo, the screen maximizes and then minimizes. Is there anyway to fix this without uninstalling the software?

Also, slightly off topic. The xbox 360 controller doesn't support rumble with pj64, is this supposed to be like that?