I'm assuming you were trying to connect the second monitor to the motherboard, instead of the GPU. If this is the problem, then the reason the second monitor wasn't receiving signal is because the BIOS is very likely set to read from your PCI-E slot(s) when they're occupied. Try using a VGA to DVI adapter. Sometimes they're included with the GPU.
on a clean install of windows. make sure you download and install the intel chipset drivers for the mb first and then reboot.
then go to intel web page and download the ipgpu/cpu chipset drivers. the ib drivers are the 2500/4000 third gen chipset drivers the sandy bridge ones are second gen. make sure you did not install Lucid Virtu ver:126.96.36.19976 software that software is buggy and will cause blue screen. if you did uninstall it and then reboot. you should then be able to turn on the onboard gpu without any issue.
hmm. I always heard you MUST connect both monitors to the same device (GPU) if you want to use both at the same time. This allows for Extended desktop or Duplicate. If this isn't the case, then I'm curious to see how your scenario plays out.
Currently I have 2 monitors and they both are connected to my GPU's DVIs.