Unfortunately, even though DirectX 11 says
it's compatible with DirectX 9, often it isn't.
This is mainly a problem with Windows 7 as it comes with DirectX 11 pre-installed.
So, even though you have DirectX 11 it may or may not run in full screen mode. As has been said earlier, Windows mode should still work though.
If you are having troubles with full screen mode then you could try installing DirectX 9.0c
Kata2213 has given the method of changing screen resolutions manually - this will also allow you to swap between windows mode and full screen mode.
Just one point to note, if you can't see standard file extensions then there will be two files called Config.
One of them will have the Shaiya icon and is the one you should use.
The other will have an icon that looks something like a word document.
For the more technically minded, the Shaiya icon one is config.exe and the other one is config.ini.