First of all, we need to install gconf-editor, do it with the following command in Terminal:
sudo apt-get install gconf-editor
Afterwards, run it either within your App list or by writing the following in Terminal:
When the program starts navigate through "desktop", then choose your shell (Unity, Gnome, etc.. whatever you use). Afterwards choose "shell" and then "windows".
Check the window on right for values. You need to uncheck the "workspaces_only_on_primary" to have the multiscreen functionality work as intended.
If you have a curious nature, you can check out other settings and actually mod your Ubuntu looks as you see fit.
Here is a picture in case those programs steps confused you (uncheck the option if you want multiscreen to work as intended):