Well basically dual monitors work well out of the box except the taskbar isn't displayed on both screens. So any programs you have running over on the 2nd screen, the icon is actually placed on the taskbar on the 1st primary screen, which is a tad annoying.
So ultramon places the windows taskbar on the 2nd monitor and it basically works very well. Ultramon also has settings for wallpapers, screensaves, right click buttons which allow you to switch and scretch programs across monitors easily etc etc. It is a very handy program, although there are probably others out there..
Edit: It also has a 30day free trial, so grab it and have a play.