This is a suggestion for future versions of PAM and I recognize that most users won't run into this situation. I am currently using the R30 variant and it is working well. I also use one of two pagers to enable linux-like multiple virtual screens on WinXP. The two I use are AltDesk (proprietary) and VirtuaWin (GPL). Both have portable versions as well. If you set the 'Stay Visible' option on R30, the menu stays up on all of the virtual screens. I don't know what is entailed in this, but please consider some future enhancement that when the 'Stay Visible' option is set, the menu only stays up on one screen, like other apps. I have a hunch this may have to do with the menu being a systray app as opposed to a 'regular' app.
The official PortableApps.com Platform 1.1 Beta 4 supports staying visible as well (it's an INI option). The menu itself doesn't do anything at all in relation to multiple monitors/desktops (like 99.99% of all software applications, it is blissfully unaware of multiple monitors or what position it is in). I know, for a fact, that on a true multi-monitor setup, it shows up on the monitor that the systray is on.
The problem with virtual setups is that they have to cheat in some way. Windows has no support for virtual desktops, so the virtual desktop solutions are hacks. As such, they gather Windows based on window titles and the like. We'd need to figure out how they hack/detect Windows and then see if we can somehow fit into that mold.
Sometimes, the impossible can become possible, if you're awesome!