I have been recently using dwm with two screens, and it doesn't allow me to start programs on another screen other than the one that is claimed to be 'primary' (which I specified in nvidia-settings). The 'blue bar' follows what screen my mouse is on, and dmenu starts on the current screen too, but programs spawned with alt+shift+enter or dmenu are spawned in the 'primary window' .
Here is the irc log for further details: http://pastebin.com/raw.php?i=WV2LqwQp If there are any questions, please ask!