[AccessD] OT: Dual Monitors

Hey All
Before I go searching this out, I was wondering if any of you that have 
dual montiors would know if this is possible.
I am wondering is it possible on a laptop connected to an external 
monitor, to allow the user to run one program on the laptop screen and 
at the same time have another program running on the external monitor. 
Do I need special softeware to do this?