Turn off auto-hiding dock and menu bar Recently I played a TV show on my TV using HDMI and used clamshell mode for my Macbook Pro. Now whenever I'm in Safari, both the menubar at the top and the Dock automatically hide. It only happens when I'm in Safari, though; whenever I'm in Mail, Textmate, or any other app, the menubar and Dock show normally. I can ask the Dock to not auto-hide, and it keep this setting until I switch to another app - if I right click on the Dock and select 'Turn Hiding Off' and switch to another app, it forgets and hides again.

Is there any setting that I can change to make this not happen? 

Edit: I think this was a bug, since the suggestions from both @AaronEllington and @David Corbin weren't applicable; I wasn't currently in full screen mode and hitting the escape key didn't do anything. In any case I accidentally closed Safari and it was fine after reopening. I'm keeping this question open in case anyone else experiences the same issue or if it happens to me again.
It sounds like what you are describing is what happens when you go in full screen mode in any app, the menu bar and the dock hide regardless of the dock auto-hide settings. I would suggest just resizing the safari window instead of putting it in full screen mode. (If that is what is happening.)