I have this too on Vista. My laptop resolution is 1366x768 and I have a monitor attached at 1680x1050. When I shut the lid and resume, the windows are technically maximised, but on the laptop screen the window starts showing the borders, as if it was a unmaximised window dragged to that size. On the second monitor, the window is the size of my laptop screen, not the full size of the monitor. This image shows what I mean:
I posted on the UltraMon forums (believing it to be a bug in UltraMon) and the only advice I managed to get was it could be caused by a service called TMM:
Some people reported that this issue was caused by TMM, a service installed on Vista, you can disable it under Control Panel > Administrative Tools > Task Scheduler > Microsoft > Windows > MobilePC.
Unfortunately this didn't work for me, and I've seen other threads where people simply say "it's a Windows bug". So there's not anything you can do AFAIK.