If you want to use SLI, connect both monitors to your primary card and run games in fullscreen (not fullscreen-windowed).
If you want to use your GPUs separately, disable SLI and connect a monitor to each card.
If you want to use SLI but still watch videos on your second monitor, you should expect some slowdown in game, in the video, or both. You're making your CPU and GPUs render separate things, so lower your settings until everything is smooth.