That's as close as you can get with Premiere; it doesn't do a single-monitor fullscreen the way FCP does.
Make a feature request if this is something you'd like to see: Adobe Feature Request/Bug Report Form
Thanx Colin. Yes, I'll file a request, since I'm more and more editing far from my studio.
There is a fullscreen mode for a preview in Premiere Pro CS6!
First, You press ~ or ` (which is the same key) and when You have Your preview window maximised, You need to press Ctrl + ~
You'll get Your Fullscreen mode. To restore it to normal size press Esc.
Whatever happened to Colin Brougham? He was such a prolific contributor!
Are you there Colin?
Yes he is still around but not on these forums.