|On desktop computers, Windows usually only enables one display by default. |
In that case, you need to go into Display Properties and enable the Projector's display
(On laptops, some will automatically enable the display of whatever is plugged into the VGA port, some won't. Laptops that don't do that automatically usually have a specific key combo you can press to toggle built in display / external display / sometimes both - see the User's or Owner's manual. The following also works on laptops. )
E.g. in Vista or Windows 7, RIGHT click on a blank part of the main desktop screen, select Personalize, then Display Settings
Hold your cursor over each of the two displays. One will say "Not Active".
RIGHT click on that display, click on Attached to enable it. There will be a checkmark beside Attached when you RIGHT click on that again.
The projector (or whatever is plugged into the second VGA or DVI port) display will be retained by Windows as long as the cable is still plugged in while Windows is running after that, but if you unplug it and then use Windows with it unplugged, you will need to enable it's display again after the next time you plug it into the computer.