Did I find a bug? Or is it supposed to work like this?

First of all, I am posting here because I think it may have something to do with the video cards.

I have been hearing that when you have dual monitors you cannot use the second monitor to display your desktop while you're playing games.

When playing bad company 2, I am able to display my desktop with programs such as, Core temp, riva tuner, speed fan, everest, AOL instant messenger etc while I am playing the game on my main monitor. In order for me to do this I would need to alt tab out, click on second monitor a few times, then alt tab back into the game. This would cause my second monitor to keep my desktop display up while I play the game.

Is this a bug? Or is it supposed to work like this?

For reference

Phenom II x4 955 @3.7 1.4volts
EVGA GTX 260 216shader
2x2 gskill ddr3 ram
27"samsung 19"dell