Absolutely - as Cheets says, it's common to all engines. I believe the general practise is to set the default resolution as 800x600 (most systems used to play games can handle that well these days), and then let the user up it or lower it to what they like. (If you do decide to use GS-Startup Manager, you don't have to worry about this until your game is completed, as you just have to use one include and then set the default using the setup panel before distribution.)
Cheers,
Keith