Using setSize is not how to set the correct size when going to fullscreen. You need to use GraphicsDevice.setDisplayMode(). And to make sure you have the correct DisplayMode, you should call GraphicsDevice. getDisplayModes(), which returns an array of all the DisplayModes that the graphics card is capable of.
i did that already (sorry i did not explain), i used setDisplayMode to 1024, 768, 32, 60 and it did exist in the DisplayModes also (looped them through). I also have my JFrame as setresizable(false)
in fact i have a TheScreen class that extends JFrame and is the one I use always, then the screens of the game are big 1024, 768 JPanel that i put into the TheScreen
public void showWindow(JPanel jf)