2. give very, very specific instructions, like, down to exactly what keys to press (for example, what does "make a window fullscreen" mean? I can think of half a dozen things to do in xmonad that might reasonably be called making a window fullscreen, and probably only one of them triggers your problem)
You also don't say which fullscreen mechanism you have in your xmonad.hs; the default doesn't support fullscreen except by the application specifically opening a fullscreen (by its determination) floating window, and there are at least three different ways to add fullscreen support in contrib.
Also note that all three of your examples are special cases that can be quite fragile; it's not at all unusual for mplayer or flash to decide to do something stupid on loss of focus of a fullscreened window (or sometimes even a non-fullscreen window; and something different depending on which mplayer video driver you use or whether flash is using hardware acceleration or not: note that the very first thing most "flash doesn't work right fullscreened" help guides tell you to do is turn off its hardware acceleration), and virtualbox's video drivers are in my experience quite unreliable and oddly behaved.