Maybe it's a game named "Punish the User."
I've heard this question asked many times. Without exception, I've found
that further investigation into the motivation behind such a request has
revealed inappropriate justification for doing so due to ignorance of
Windows standards and conventions. There's always a chance this could be
the rare exception, but I wouldn't bet on it.
The simple answer is the .NET doesn't directly support changing display
properties. You'll have to resort to GDI or DirectPlay API calls, as shown
by Herfried with the ChangeDisplaySettings GDI function.
Games shouldn't change the display properties in Windows, either. They
should typically use IDirectDraw::SetDisplayMode so that they can cooperate
in Windows with different resolution settings. I haven't heard of any
commercial mainstream/best selling games that use .NET, despite the typical
samples, proof-of-concepts and fringe stuff.