How to make desktop icons open in the monitor they are currently on?

[TheWandererLee]

I am wondering how to make desktop icons/shortcuts open in the screen that they are on, rather then them always opening in the primary screen.

For example shortcut A is on monitor A and shortcut B is on another monitor B, right now, both shortcuts will open the program in monitor A, but I want shortcut B to open in it's monitor B...

Is there any way to make these shortcuts open on the correct screen?
-Thanks

Additional Info:
I know that programs will open in the window they were last closed on, but I would like to be able for the same program to open in a different monitor, based on which shortcut you clicked. It would be impractical to install 2 of every program for it to save it's location to that monitor :/

[zeroth]

Don't believe you can without a script. You can try www.realtimesoft.com/ultramon