I've had this problem since beta 1 I think, but never posted about it if I'm not mistaken.
When changing from windowed to full screen mode, in the in game settings, my screen will go black until it goes back to windowed mode again. So basicly the whole 15 (is it 15?) seconds that I should have the time to click 'yes' or 'no' my screen is black and I can't do anything.
Also happends the other way around. full screen to windowed.
I get this with any change in settings but only when in multiplayer.