Chinkchink,
 
I had the same problem after I first installed Mandrake. I had the screen size, res & refresh rate all set up correctly in Configuration - Only problem was, the screen never changed. Finally, out of desperation, I ran the Install disk again and selected "Update." This time the screen changed to the values I had already plugged in. I don't know why no one could have told me about this in the first place.

If you read the messages about the settings in the video config. utility, it should have mentioned that the x-server needed to be restarted before tha changes that you made took effect (the changes will take effect after...). If you either rebooted, or restarted the x-server, then the changes should have been present.
 
When you change the monitor resolution, say to 1028x1024, then you need to make sure that the horizontal and vertical refresh rates are correct for your monitor and that your monitor supports this. Very often during initial install, folks select only one resolution and one single value. By up[censored], you essentually restared the x-server and the settings took effect.
 
In some cases, the distro will detect only generic rates (if it does not exactly detect your monitor) and as you change the overall resolution, the overall rate will exceed the default values in the xFree86 or x-org files.
 
What you need to do, is check what the rate ranges are for you monitor and input these values. These values can usually be found in the documentation that came with your monitor. Knowing what distro and version that you are using helps us also to know what utility, or file, to use to make the changes stick.
 
BTW, chinkchink, please post only one thread. Posting multiple threads leads to confusion. Posting once allows the problem and answers to be in one place and are easier to follow as you seek a solution. These boards are very active and you will get a response.

I didn't see that this thread is the same as the other one, but for the sake or keeping threads in one place, I'll just post a linnk to the other one:
http://www.linuxcompatible.org/thread31825-1.html
 

Actually, there are three. I will keep the two up with responses, since LinuxCrusader's response was great and delete the third (with no response), just to decrease any confusion.