u cant do that, ie ask for 0 bits z + 1bit stencil, well u can but it wont get it
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with a 32bit colour window (with most of todays cards) u will get 24bits depth + 8bits stencil.
the problem sounds like when the display goes fullscreen it changes to a 16bit fullscreen window (try creating your window with sdl)
http://uk.geocities.com/sloppyturds/gotterdammerung.html