Right-click the shortcut, go into Properties, and add " +fullscreen 1" (don't forget the space) to the end of the "Target" line.
E.g.: If your target line looks like this: "C:\Program Files (x86)\EA GAMES\Battlefield 2\BF2.exe"
Change it to this: "C:\Program Files (x86)\EA GAMES\Battlefield 2\BF2.exe" +fullscreen 1