If you want to have the 2 monitors span the same desktop, you need to configure it in the video card options. Those would be outside of the regular Windows display options, usually in a tab under Advanced video options. You'll see ATI or Nvidia tab or something similar. Then set the screens to span across both displays.
Or are you just using a video splitter to send the output to the two monitors?
Many programs also will not work by default to show 2 different windows on 2 screens, they need to be made for multi-monitor use.