First things first, there's unfortunately no way to remedy the problem without having to download something. There are a number of different ways you can fix this issue:

1. dgVoodoo
2. WindowBorderlessGaming (program)
3. WineD3D wrappers (what this guide covers)

Why I'm covering the last one, is simply because it is the easiest fix and forget method out of the three. I haven't personally tried the other two to compare, but the last one requires nothing more than simply copy/pasting files.

First, you'll have to go to this website - https://fdossena.com/?p=wined3d/index.frag and download the lastest or recommended version; I personally chose the recommended option.

Once downloaded, extract the folder, and within it there should be 3 files you'll be copy and pasting:

- ddraw.dll
- libwine.dll
- wined3d.dll

Copy those files over to the games main installation folder with the DF.exe application.
(Steam\steamapps\common\Delta Force)

That's it! Start the game, and enjoy proper fullscreen.