As a matter of fact, it is entirely possible. Tools becomes visible when you move the cursor to the top of the page if your are in Full screen Mode. It is showing in the 'Command Bar' also if you haven't selected it previously in the Tools > Command Bar to show the Menu Bar. Assuming your using IE7.
Firefox can react in the same way if you use the F11 key. Depending how you have customised the Browser, the Menu Bar could disappear in Full Screen Mode.
The other programs, aren't actually programs but folders except the etc. etc ones of course.
Again, Full screen Mode could affect the Menu Bar depending if it has been pulled into an un-viewable position if the Tool Bars have been 'Un-locked'. Do you have 'Auto Hide' in operation? Have a look in say My Pictures > View > Tool Bars > Un check 'Auto Hide'.