Do you have a secondary monitor connected to your PC? I remember I had a similar problem. I had a 17" (2048x1536p) and a 15" (1024x768p) and when I started up a game on the 17" one, the resolution of the 15" got changed aswell. The wallpaper of the desktop also always zoomed either in/out, depending on if I went for lower/higher resolution on the 17".
I had no idea how to fix it actually aswell.