It's no good, I tried multiple monitors (which is not free, so even if it worked I don't think I'd use it), and it works with windowed mode, but not full screen. And yes, I've tried putting the emulator in windowed mode, put it on the secondary monitor, and putting it back to full screen. The next time I open it it's back on the primary screen... I can't believe that this issue has never been fixed, and I'm the first to complain about it. On another forum someone said to just update to the latest version, but I have the latest version and it's the same issue...
Edit: Update - I gave up, I'm just using the PPSSPP core in RetroArch. RA is great, it just works...