I am using Windows, and I have two monitors.
Some applications will always start on my primary monitor, no matter where they were when I closed them.
Ot
I'm fairly sure the primary monitor is the default. If the app was coded decently, when it's closed, it'll remember where it was last at and will reopen there, but -- as you've noticed -- it isn't a default behavior.
EDIT: The way I usually do it is to have the location stored in the app's settings. On load, if there is no value for them, it defaults to the center of the screen. On closing of the form, it records its position. That way, whenever it opens, it's where it was last. I don't know of a simple way to tell it to launch onto the second monitor the first time automatically, however.
-- Kevin Fairchild