This is a ATI Driver bug involving steam or a monitor driver / resolution list bug.. but it is a very rare ATI Driver bug under Vista (given that google produces.. very useless results for your problem..) but i have heard of similar thing happening to some people
I would advise you to radically uninstall all drivers of your graphics card/ati related/Monitor/screen , run driver cleaner over it and reinstall them from scratch. Also manually install direct x 9 (yes, as in 9) http://www.microsoft.com/downloads/details.aspx?FamilyID=2DA43D38-DB71-4C1B-BC6A-9B6652CD92A3&displaylang=en
Besides that, what mainboard chipset do you have? Have you installed the latest drivers for it?
The thing is, there is no way AI War can change your screen resolution it doesn't even claim focus, its a fake fullscreen , at heart AI War is a window that fills your screen, it is not a fullscreen like thing (ie, like starting Half-Life 2 ;p)
But before you do this all, download AI war from the arcengames website and install it, use your serial from steam to reg it and see if it still happens....
But that said my bet is on driver problem
Edit: Just to be clear, i am guessing here ;p
Edit 2: And to explain what i read the problem as
1) Start a game
2) Screen Resolution switches to 640x480 but GAME RESOLUTION is still the same as desktop (1280x1024 (for example))
Now you only see the top left corner of the screen meaning you only see 640x480 on your screen of that 1280x1024 game window - Exiting reverts everything back to normal