I struggled with this for some time, too.
Here is the solution:

This is due to a race condition; the window has not actually finished loading, and so is not ready to accept a resize command. I used a delay to lkaunch the resize:

Window.SetTimeout "Window.ResizeTo 800, 600", 1000 ' (vbscript)
Window.SetTimeout ( "Window.ResizeTo ( 800, 600)", 1000) /* other */

The above uses a 1 second (1000 ms) delay; this may be tuneable but you don't always know how slow the users PC is; min is quite fast.

PS I am not sure of the exact syntax in the second example, but you get the idea...