According to PC Gaming Wiki [http://pcgamingwiki.com/wiki/Anachronox], you can manually change the resolution of the game via a config file. Should do what you want it to.
EDIT: In case you don't feel like clicking that link, you find the settings.cfg file in your game's installation folder, evidently in the path anoxdata\save\global. Open the "settings" file in something like Notepad, then Ctrl+F " u_gl_mode "x" " and replace x with the appropriate number value -
3 - 640x480
4 - 800x600
5 - 900x720
6 - 1024x768
7 - 1152x864
8 - 1280x960
9 - 1600x1200