I happened to find this the other day, and thought I would pass it on.. bit lighter, and free-er than Ultramon or equivalents :
I’ve only tried it so far on Windows 7. It says it works on Windows 7 and Windows 2008 R2.
Basically it adds a second taskbar to your other monitor in a dual screen set. The icons on the task bar are just the ones on that monitor, which is great. You also get the system tray (ie the clock, and other icons). You can tick a box to make the app start with Windows too (it won’t by default)