Sorry I got back to this so late! You can change from fullscreen to windowed (and vice versa) with F4. You should also be able to ensure the game is properly fullscreen by clicking on it - if it's showing your taskbar, it may be because you were interacting with it while the game started.
The auction minigame is something I personally like, but I think it causes pacing issues as a defeat sequence - I plan to change its placement and function in future versions. I enjoy including minigames as ways to vary gameplay, but having it play every time you lose was definitely a bad idea!