You need to give as much information as possible. Every time I read this, I learn something new about your problem or you change the situation. Remember, we can't see the computer and what it's doing. Every detail is important.
So now, it does it whether or not you have your program running?
So from how I understand it now:
1. Turn computer on.
2. Start -> Run -> CMD
3. Alt+Enter (full screen)
4. Alt+Enter (not full screen)
5. Alt+Enter (full screen)
6. Alt+Enter (crash)
If you were to do these very things, without changing them or running any programs or doing anything else, your computer crashes, correct?