I would guess that you used the inspector to specify "pop up menu" the first time around and set it to "drop down list" after trying it as an edit box.
Pop up menus will continue to display the secondary field value after you exit the field drop down lists will not.
You can, however, put a copy of the ContactFullName field on top of your drop down list if you give it an opaque fill color and use behavior settings in the inspector to prevent access to the field when in browse mode. This assumes that you have a relationship based on __pkContactID.
With this setup, when you click on the ContactFullName field, the drop down list hiddent behind it will pop to the front and display your value list. When you select a value, it disappears back behind the full name field which now displays the name associated with the ID number entered into the field.
I can't believe that is all it was!
This problem has plagued me on a couple of jobs. I went back to check, and sure enough, and that was the issue with each. Thanks for enlightening me!