I think Win95 had a PIF that you can set to full screen (or am I still thinking win3x?). If you still have the PIF, copy it to the new system and edit it. Make sure the path is correct also--you know...the 8.3 format.
If you don't find the PIF (or was it LNK?), did you use EXPLORER/My Computer and right clicked on DB.EXE and selected 'properties' to make the modifications?
--MiggyD