Spaces and two monitors

I have a 22" screen hooked up to my 24" iMac. I want to set up expose for my different spaces but I want certain apps to be open in all spaces.

I want mail, tweetie, and my to-do app open all the time on my second monitor and on the main monitor switch between the spaces.

I don't have any of these apps assigned to a certain space but when I switch the go with whatever one they were opened with. How can I get these apps to stay constant on every space?

Thanks!
Reba