How to REALLY change resolution

Hello! In the epoch of LCD and LED displays, it is hard to come by a person that still uses CRT. Hovewer, i am one of them, and i found out that when i change my ingame resolution, the physical resolution stays the same (i see this in my CRT kind of builtin control panel). I suspect that is because of nowadays monitors cant REALLY change resolution, so the ingame resolution is just about scaling the game up and down. Hovewer i want to add an option to REALLY change the physical resolution, so that my computer will output 800x600 image for example. Can it be done? Thanks