since your friends Vid Card is integrated, it is possible the second monitor output just doesn't have a jumper block plugged in- that is, there are some pins on the mobo for both monitors, but the existing(main) monitor output is the only one that actually plugs into the motherboard. I haven't seen this with internal video, but I had a old pentium with one marked "USB" that didn't have anything plugged in (thus no USB ports, but a USB hub appeared in device manager).
Its also possible that the manufacturer of the mobo just kind of "forgot" that the integrated chipset was dual-display compatible.
Or, you could be looking for the wrong kind of plug- it won't necessarily be a VGA or DVI plug, but could also be a S-video (kind of looks like a PS/2 plug, but only at a glance), or a composite output (looks like a giant phono plug that sticks out.). I
m fairly sure you can get converters to use them with actual monitors, but I'm not sure. In any case you could check device manager for the "secondary" display adapter
I sure wish I had a free PCI slot. Between my Sound Card, WNIC, USB 2.0 card, and the slot my darn video card keeps me from using, I have no where to put my TV-tuner Card. Oh well.
So Your ATI Rage Pro is AGP-based? I guess that prevents you from doing dual-display without a PCI card, and if you go and buy a video card, you may as well get a good AGP one anyway, preferably (in your case) with dual-display support.
I have a similiar card to what soybean recommends(and uses)- mine is a BFG GeForce FX 5500OC 256MB, but It only has a VGA and TV-out, no DVI. And I had to underclock it to get it to work properly- but the eVGA card at a glance probably supports dual displays, you'll just need a compatible DVI to VGA dongle.