@eXpl0it3r
Why no question? I think this is a bug. The window go to fullscreen on the monitor I start the application, that's not the bug. The bug I think is that the SFML window push the Microsoft Windows windows away on the monitor 2.
Following constellation is very interessting:
VideoMode = 640x480 fullscreen => Push windows away
VideoMode = 1024x768 fullscreen => All windows are normal, just one window on the second monitor is resized