I am using Windows, and I have two monitors.
Some applications will always start on my primary monitor, no matter where they were when I closed them.
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So I had this issue with Adobe Reader 9.0. Somehow the program forgot to open on my right monitor and was consistently opening on my left monitor. Most programs allow you to drag it over, maximize the screen, and then close it out and it will remember. Well, with Adobe, I had to drag it over and then close it before maximizing it, in order for Windows to remember which screen to open it in next time. Once you set it to the correct monitor, then you can maximize it. I think this is stupid, since almost all windows programs remember it automatically without try to rig a way for XP to remember.