OpenGL demo codes don't work on multi-display mode

I found out the none of the demo codes that are related to OpenGL work when I was in the multi-display mode.
For example, when I run the sample code simpleGL.exe, I got the following error message. : cutilCheckMsg() CUTIL CUDA error : cudaMalloc failed : unknown error.

However, if I switched back on single display mode by unchecking “Extend my Windows desktop onto this monitor” in the Display Properties window, the code works. The code using DirectX-“fluidsD3D9.exe” works in both modes. My system configuration is:

Windows XP SP3
NVIDIA GeForce 9800 GX2
CUDA driver version: 3.0
CUDA runtime version: 3.0

I also found out the demo OpenGL codes work on Vista on muti-display mode.
Is it a bug of CUDA?