I've had this happen to me. I think what I did was open a new window, move it to the monitor I wanted, and then something else...
I think it was either open a new window from that window (right clicking on a link and saying open in new window) or hit command-N with that window on top. Something like that.....yeah, it is a little of an annoyance. I wonder what the systems uses to base what monitor to open an app's new window on.