Start Key Keeps Exiting Full Screen Help!

Hi there, as the title says I boot up a game and every time I press the start button it exits out of the full screen and given that I need to press start to pause, upgrade, refresh my memory for combo moves etc... it's not a button I can just ignore any help would be much appreciated.

Note I am not playing on Steam, I found a similar post in the past but all solutions were pointed at Steam but yeah not on Steam so won't help me any here.