I thought the MSDN article you mentioned was clear.
http://msdn.microsoft.com/en-us/library/windows/desktop/dd145179%28v=vs.85%29.aspx[
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When your program starts, it is associated with a Windows desktop. Any monitors not associated with that desktop won't be accessible. You say " can not let the monitor work in the mode of large desktops.". I take that to mean you don't want the monitor added to the default desktop.
Solution: create a separate desktop for your independent monitor.
You can create multiple desktops and flip between them.
If the other monitor is already attached to a different desktop, your program will need to attach to it before attempting to create a window under that desktop's window space.
The monitor may be in the current Window station or not. See ...
http://msdn.microsoft.com/en-us/library/windows/desktop/ms682614%28v=vs.85%29.aspx[
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... and also ...
http://msdn.microsoft.com/en-us/library/windows/desktop/ms682644%28v=vs.85%29.aspx[
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