Workaround that worked for me (since I use Win7 x64 + ATi and I refuse to disable my second screen, that's just plain dumb) - for Sam&Max S03E03, that is.
1. Set your previous episode (or maybe it would work with another TellTale game even) to run in windowed mode.
2. Copy file prefs.prop from the previous game (e.g. C:\Users\username\Documents\Telltale Games\The Tomb of Sammun-Mak) to the new game (in my case, C:\Users\username\Documents\Telltale Games\They Stole Maxs Brain)