If you are using a USB device, and are running windows, it should pretty much work out of the box, you simply go to your display properties in windows and you'll see two monitors listed in the same screen in which you setup screen resolution. You'll see a visual layout of the two monitors, and you can drag one so its placed above the other.
You should know however, that the painting rate over a USB -> VGA adapter is noticeably slow. For instance, if you drag a window around on the monitor connected via USB, you'll notice it slowly painting downward as compared to the directly connected monitor. Also, watching video on the second monitor also seems to look bad. If you can avoid using such an adapter, it would be ideal. Of course this may be unavoidable for an older laptop, but if you are thinking of getting a new laptop, many have both a VGA and an HDMI connection, which should work much better.
Either way, its totally worth it to have the second (or third monitor), even if you must connect via the slower USB interface.