Try the following, you will NOT be able to ALT-TAB correctly. If howover you don't have the first line it will. Surely this is a BUG in Blitz3d because it means that you cannot start an app in full screen then change it to windowed mode then allow the user to ALT-TAB.
Graphics3D 800,600,0,1
Graphics3D 800,600,0,2
While Not KeyDown(1)
RenderWorld()
UpdateWorld()
Flip
Wend
Graphics3D 800,600,0,1
Graphics3D 800,600,0,2
While Not KeyDown(1)
RenderWorld()
UpdateWorld()
Flip
Wend