I just started using an external monitor with my mac and I am irritated by the same thing. I've found a crappy semi-solution: If you're not going to be using

I just started using an external monitor with my mac and I am irritated by the same thing. I've found a crappy semi-solution: If you're not going to be using the windows you have open on the external monitor you can minimize them before you unplug it. If you open them later when you're plugged in again they will pop up where they were before.