AFAIK you can only run games on your primary monitor, except some games with specific multi-monitor support, like flight sims. Your secondary monitor will not be used for the game, but sometimes it may still be active, as in you can still have a web browser on it or something. Other times you might have to completely disable the secondary display within windows to even get the game to start properly. This is my experience with Win98se, but WinME/2000 might be different.