Hmm. Can you send a screenshot of your options?
Have you the latest drivers also? as I know you should be able to run SLI with two monitors (hell.. I'm doing it right now with my 24" and 22"
You should have options like to turn SLI on and off, and then to "focus" sli to which screen. I have mine focused on my larger screen as that's what I use for gaming.
Never had an issue.
Make sure drivers are up to day and send a picture :] we'll be able to help