The way I deal with this is as follows:
- My LCD is setup to be my primary monitor (according to Windows) such that my Taskbar and Start menu appear on it.
- My CRT is setup as my secondary for games and is handled by using a program called UltraMon.
So download UltraMon, install it, and reboot if needed. Once you're back, right click on the UltraMon icon on the System Tray, and click the first option (I think it says Device Properties. I can't tell right now because I'm at work). Click on the image that represents your CRT. On the right side, you'll see a checkbox titled "Make Primary" or something to that effect. Click OK.
Now whenever you open a game, it should launch in your CRT.
Hope this helps.