It sounds like you have not configured ModernMix fully yet.
It has two settings for what to do when an app opens, one for when loaded from the desktop and one for when loaded from the Win8 menu.
Both have use last state checkboxes and I imagine that is causing you the problem here.
If you want apps to load fullscreen when from the win8 menu and in a window when from Start8, uncheck the use last state settings and set the two modes to fullscreen and windowed respectively.