It's impossible to switch back to windowed mode from fullscreen after the video player has played a video.

h4. Steps to Reproduce
1. Make sure "Use Exclusive DirectX Mode for fullscreen tv/video" is enabled
2. Start MP and make sure it's running in fullscreen
3. Start playback of a video (I used an XViD video)
4. Stop the playback
5. switch from fullscreen to windowed mode by pressing alt-enter

Notice MP momentarily switches to windowed mode and immediately switches back to fullscreen.

h4. Additional Information
Reported by ender, confirmed by micheloe & ralph