AMF,
This is one of the features I have longed for at least one of the multi-monitor supporting products to do correctly. Usually, this requires something like DriverFusion and while I think the developer to be somewhat intoxicated during its inception, it does has some benefits (although I don't use its own ridiculously designed multi-monitor taskbar). The other feature I have greatly desired which I would love for at least one of the products to support is to be able to pin items to specific taskbars. The DisyplayFusion way of having to manually add them just seems ridiculous, especially when they are stored in a registry and have to be manually added.
I feel your pain