What Getochckn is saying is that each port on your GPU can only transmit a single signal, so is you use a splitter, both monitors will receive the same signal from the GPU as you will only be usign a single port on the GPU, hence you will end up with mirrored or cloned displays. Both will look the same, so each will display your mouse, icons etc the exact same, like when you go to an electronics store and all the tvs play the same movie at the same time.
To make it so you can drag stuff between monitors, you need to use two different ports on your GPU. To do this, if both displays only take HDMI you will need a DVI to HDMI adaptor. I have linked two different types below...