hah! I had the same problem my friend (wait, you're not my friend!).
What you do is go into 'gmplayer' and rigth click and go to preferences. Then go to the video tab and select a different output (I use the 'xv' output).
I found that depending on what video output I use, some of the video output will not do full screen but give the same thing as you described in your problem. Let me know if this works, my friend (wait, you're not my friend!).