Screen Wont Reszie

Ok I setup my windows the way that i wanted and everything loads fine. The problem is both windows have a resoultion of 800x600 in game and when I change the resolution to what i want in game and apply it is ok. But when I close game and restart and the resolution is back to 800x600. So please help on what i need to do to set in game resolution. Yes my windows layouts are bigger then 800x600. I am running two screesn on one monitor.