Drivers
Depending on your computer, you might have to install some specific vendor drivers and/or dedicated programs.
Audio ALSO mixer
apt-get install alsamixergui pavucontrol
Nvidia graphical driver
This is required to manage many screen on Nvidia chipsets.
!! As of now (November 2013) Ubuntu cannot work with Nvidia Optimus technology !! You have to disable it from your bios (under video > Optimus).
Nvidia driver:
apt-get install nvidia-current-updates
Reboot after installation. Then you should be able to configure your screens.