When trying to use Mission Control on Lion, changing desktops also changes desktops on your second monitor. Is there any way to stop this?
You can click the program an assign it to all desktops which allows the application to be viewed on any desktop but there really should be a easy way to assign an external display a desktop and turn off mission control.
Go to displays/misson control in System Preferences
I'm unsure how to change it through System Prefrences (like Charles suggested) but you can keep windows up with a tweak called "Afloat" for Mac
Go to the Displays section in System Preferences.
This link will be very helpful!