I do this all the time when switching between my HDTV and my Projector. Do you have a discreet graphics card installed or are you just using on-board graphics? If you have a discreet graphics card installed, the control panel for the card should detect the secondary monitor right away. Then it's just a matter of enabling the secondary display and "swapping" the monitors.
If you just have on-board graphics, are you sure your motherboard can display dual monitors?