Dual Monitors, Full Screen Games, and Closing Issues

So I got a nice 24-inch monitor for Christmas, and even better, my graphics card supports dual monitors. The main thing I'd like to use it (The smaller monitor) for would be to reference things while playing games. The problem is that if I click to the small monitor while playing a full-screen game, it closes, as if I had clicked on the desktop (Which essentially, I had...). I was wondering if there was any way to get around this, maybe some way to separate the monitors so that a click on one isn't recognized on the other. Thanks!