Question regarding Spaces on an External Monitor

Hi guys. I have my MacBook Pro hooked up to an external monitor, and was wondering if I can set up spaces so that I can have spaces only operate on the external monitor.

Let me explain - lets say I have my browser or a game always open. On the other hand, I only need to look at either my iTunes or iChat on the other screen. Can I have it so that when I switch spaces the monitor which the browser/game is operating on is unaffected, but the other screen switches between iChat in one space and iTunes in another.

Is this possible? I tried setting the programs to "every space" but this didn't really make it work the way I'd like.

Edit:
Okay - it works for safari, but not for my game. I think that's because the game is in full screen mode.

Edit2: Okay nevermind. Played around a little more and got it working.