Is this normal display behaviour?

Hey all, I have a 2009 mac pro (2.66 octo) with a hd4870 and a gts120 installed, I have 4 Monitors hooked up - a 26inch 2 24 inch and a 19 inch. If I turn any of my displays off it moves all the windows to the active displays. It seems to do this regardless of screen saver/display asleep. So the result of this is that every time I want to turn my monitors off I turn them off left to right and when I get back every single window has been moved over to my 19 inch monitor on the right so I have to sit there and resize and move each window back to the appropriate display. Does anyone know of any way around this or am I stuck with never being able to turn my monitors off?

Thanks.

 

Thanks, I have heard of SwitchResX before but I didn't know it was capable of what I was looking for. I Will be sure to check it out when I get home from work.