I am having the same problem. The thing is, that without handling the Resized event, the window resizes fine but the rendering area is stretched.
So if i start with a 800x600 window and i make it bigger everything i draw is still mapped to a 800x600 area and stretched to the new window size.
I used the tutorial and work my way up. Right now i just draw a sprite at the mouse coordinates, like a pointer. After i resize the window the position of the sprite doesn't match anymore.
I looked on the website and found:
void SetSize (unsigned int Width, unsigned int Height)
Change the size of the rendering region of the window.
And i thought that i have to adjust the rendering area to the new size. But like the OP said, this results in strange behaviour.
I guess i have to change the view, but couldn't make it work yet...