Thanks for that. Talk about non-obvious. I could swear there's a checkbox for that on my dual head Hackintosh that is not present on my MacBook when I plug an external screen. Or it could be me (that time we used the MacBook as a fallback of the fallback — dedicated DVD player died + suddenly no 5.1 sound on XBox360, so I was quite enraged).
Edit: ah, after checking, the drag-the-menubar thing is actually written in the prefpane, and there's no checkbox. Silly me.
You have to drag the menu bar on the diagram onto the display you want to be the primary.
Of course, that fixes one thing, but then your laptop screen is rendered useless instead.