|I don't press F11 to use fullscreen mode much - I want to see the toolbars and taskbar most of the time.|
By the way, that mode is not exclusive to IE 8 - IE 7 and IE 6 have it too, though you need to select Auto Hide in IE 6 as well to hide the toolbars.
Apparently, you can't always put your IE screen into fullscreen mode.
Search the web using something such as: full screen mode won't work in IE
to find "hits" that tell you under which circumstances it works or doesn't work.