Don't unplug that monitor?
I assume you have a laptop, and in your room you like to connect up this other monitor and use that for halo?
Things you can try:
* set the laptop always as the primary monitor. Your laptop may then be smart enough, when the other monitor isn't connected, to recognise this and open everything on the laptop monitor. Not sure that will work
* or, before unplugging the other monitor, open halo and drag it onto the laptop monitor, it should remember that location and open halo there the next time .
* or, if your forgot to do the above, set your display options to only have one monitor (laptop) rather than two. It is obviously trying to display halo on the other monitor, but that monitor isn't connected. By changing display options back, it will ignore the other monitor and display everything within your one laptop screen.