Windows 7 has no separate locked screen and locked box. I really don't understand what you mean.
Think logically: the whole idea of extended desktop is that you can see different content on your displays. When you open an application or program, it only opens in one of your displays. Locking your computer opens logon "application", taking you to the main window of that application i.e. Logon Screen. Any other application would leave the other displays intact, but locking the computer blanks other displays because according to Windows 7 logic's, that's what you want: lock your computer so nobody can see what's there.
I am totally lost with you. Windows 7 extended desktop works 100%. Logon screen is logically shown only on the main display. It works as designed, and it works well.