I don't think you can. Obviously Mac OS X is not done yet, and many things are not quite finished. Especially when relating to two monitors. Such as this: try unplugging your monitor while your computer is off (or before you restart) and then see if you can start up. This is, of course, a bug, not something that's unfinished. Anyway, yeah, I'm pretty sure you can't have different desktops for two monitors. Yet.