Heh. I also wanted to do this for years. Only recently have I figured out how to do it.
1). CrossFireX/SLI must be disabled.
2). Monitors must be plugged into different GPUs.
3). Make your desktop display on the monitor/GPU you want the program to use (Show desktop only on 1, 2, etc).
4). Start up VMWare and start the Virtual Machine.
5). You can now re-enable "Extend these displays" or put your desktop on the primary monitor again.
The program uses whatever GPU it started on. So moving the program from one monitor to another doesn't change that. All this does is cause the GPU to do processing and mirror the results onto the other GPU (performance hit to both).
Note: Windows Vista/7/8 only