Hi sofiane,
The full screen mode setting is stored in the Smoresoft.Sudoku.exe.config file, so taking out the battery and resetting the device won't help (the config file will still be there). You may want to try exiting then uninstalling the game and deleting everything in the "Smoresoft Sudoku" directory before reinstalling, in order to be sure that you've really deleted the config file.
Version 1.6 will resolve this problem. It will be released in the next 24 hours, so you may prefer to wait for that.
Sorry, there is no French version of the Smoresoft site.
-David