I'd really like to put linux multihead on a laptop, but the desktop comes first.
Generally speaking, laptops aren't equipped for multi-headed operation. If you are thinking you can plug in a monitor into the VGA plug in the back and run one head on the laptop's display and another head on the external monitor, this won't work.
When you press that function key switch, you are not cycling graphics heads. You are simply enabling the onboard auxiliary video DAC and outputting the display buffer through the analog pipe. A few of the better laptops have graphics chips that will display at higher resolutions on external monitors than the native display.
It is possible that a few of the newest laptops have true multi-head capability, but they will be clearly labelled as such. I briefly looked at the laptops on Dell's site and I don't see any claims of multi-head capability. I don't follow PC hardware closely (particularly laptops), but if this can be done, there will be a FAQ, HOWTO, whatever out there. Use Google to find out where it is.