Status: Fixed for the next update. For those who want a fix ASAP, the latest experimental version should be stable enough for general use, and contains the fix for this.
Some window elements (most notably the terrain selection window & the shift level window) use the centre of the screen as their default placement, rather than the centre of the editor window / relative positioning with respect to the editor window. As a result, on a 2-monitor setup these windows always appear straddling the two screens, and you have to move them every time before trying to use them.
Below is a list of windows that have this behaviour:
File->New Level
Edit->Insert Terrain
Edit->Insert Object
Edit->Shift Level
Tools->Validate Level
Tools->Dat File Decompression