The fullscreen bar must be available in the skin you are using.
In your version (1.4
2) if you use the default (Base) skin you'll be able to see that bar once you move the mouse pointer to the bottom (and/or top) of the screen.
The only option that influece this behaviour is "Enable Full Screen skin" in Skins preferences window (CTRL+P -> Skins). You must select that option.
You can see that bar also in other skins, but not all of them have enabled this feature.
Take a look at the Skin section on the homepage and browse for skins which have the normal skinned controls in the preview plus a smaller bar (still viewable in the preview)
