when ever your changing the screen its important to know what media is currently loaded in your gamestate.
Sometimes its important to refresh everything after a resolution change.
I would suspect something along the lines of an image loaded as 16 bit displayed while a res change happens to 32 causes a graphical glitch perhaps.
in my core patrol game i set the resolution before the game starts and use flush video memory just before i load all the game media for the game loop.
If selected_c_button(0)=3
wait 500
set display mode 640,480,32
set window on
set window position 20,20
set window size 640,480
set window title "Core Patrol Demo....Vindowed Mode 32 bit , David Smith (c)2002"
wait 500
endif
I trap it with buttons so it only happens once and i let Direct x breate a bit wither side with wait commands.
if your referring to pro and the project managers setting then Im not sure but I think the project settingone can over ride other settings.