|As there is no DOS in Windows XP, you will be hard pushed to get a DOS screen,|
What you really men is a Command Prompt. Different name, different thing.
The problem is unlikely to be a security setting. more likely an problem with the DBMS you are using. Is this by chance a DOS application that you are trying to run under Windows XP. Not an impossible thing to do but difficult if the application tries to commandeer the video resources for itself, which a lot of DOS applications do and Windows XP does not allow. This is what appears to be happening when you switch to full screen. That probably what is causing the re-boot.
Look in the event manager for any clues as to what is causing the re-boot,
The solution is to get an updated DBMS that is designed to be used on s multitasking system like Windows XP and not a single tasking system like DOS. Or alternatively, keep out of full screen mode.