I don't have the multi-monitor problem that Scooter has. My guess is that it is related to the video overlay settings with his video drivers. However, I too am annoyed by those dang store icons.
I'm using the stock default video drivers Vista installs/detects. ATI seemingly doesn't support anything below 9200 for vista. (or some where around there.) So its all Microsoft.
What I forgot to mention.. Once the video is playing on the first monitor, I can then move it over to the second monitor.. but before I close off the window, I need to remember that videos don't start playing on the second monitor, so moving it back to the first monitor before closing it.