Hello,
the issue is more related to snow leopard. That's what I think.
Why I am saying this is because fusion 5 is designed to work on Mountatin lion or lion (though it works on snow leopard) where full screen works differently. For example as soon as we hit full screen in any application(default mac application too) the window moves to different spaces and then goes to full screen. But in snow leopard it doesn't work the same way which could be the reason.
In fusion 5, full screen depends upon the host os as Mac OS X (lion and mountail lion) themself came with full screen feature in their applicition and Fusion 5 works the same way.