What you are experiencing is normal. The graphics card is rendering the graphics in the game and it is also processing the video stream to be displayed on your other screen. This is especially true if you are watching HD videos. The best thing to do is not to watch videos while playing games. The next best thing to do is to buy an inexpensive graphics card that is dedicated just for the 2nd monitor.
I recommend a passively cooled card like the following GT 210 so that do not have to deal with additional noise.http://www.newegg.com/Product/Product.aspx?Item=N82E16814130606