Anyone having this issue, just bought the game and not a good way to start.

Yes everything is updated on my pc and Yes its powerful enough to run the game :)

Thanks
Jason

I had to uncheck the fullscreen box. Then you can set everything you need.

I then quit the game, to make sure all the settings saved, then relaunched and enabled full screen again.

The problem seems to be that the game can't handle changes in full screen mode.

Yes, but you don't need to quit and then relaunch the game.
From full screen, just press Alt and Enter to change to windowed mode, make and save your changes, then Alt and Enter back to full screen.