Check your display settings; you may have it set to extend the desktop rather than to mirror it.
Right click on an empty part of your desktop and click on "Screen Resolution" in the menu that comes up. Should show you a screen listing your various displays. One of the options in that screen should be labeled "Multiple displays:".
If you set that option to duplicate, it will show an exact image of your desktop. When set to extend, it allows you to use the second screen as extra space; your desktop and icons remain on the primary display, while the second (or third) display can then be used as a second, separate window.
On the off chance that that isn't the problem, it could just be your resolution. You can change that setting in the...