Sounds like you're using Xinerama, instead of your window manager's multi-head support. If you disable xinerama, both monitors on the same workspace. (I'm not talking about a cloned view, either.)
If they are truly separate workspaces (by desktop I think you mean workspace), with separate task bars, then Ctrl-Alt- is probably the key binding will scroll between them.
You might be using Compiz or Metacity as the actual window managers. I use Compiz, and find it highly configurable. You might not have the configuration tools installed to change your default WM settings; install them and explore.
Are you saying you want to change focus to the other display or you actually want to bounce the cursor over there without taking the long way? – Shinrai – 2011-02-16T17:14:19.490
@Shinrai, I don't quite understand the difference. I'll give an example: I have two text editors, one on each monitor. How can I write in one and then in another without touching my mouse? – FireAphis – 2011-02-24T12:37:36.123
So, the former. (By the latter I mean, there are some apps with a hotkey for 'move my mouse cursor to monitor X' - sort of pointless in a dual screen setup but if you have, say, 16 displays it's easier than getting a mousing area the size of a desk.) – Shinrai – 2011-02-24T15:13:15.563