Right now your monitor is set up as a second display so you can slide windows from your macbook's built-in display and put them onto the external. If you want your desktop to appear on the external monitor, you have to turn on mirroring. There's a box to check somewhere in your display preferences. I'm not on my Mac right now, so I can't help you find the box to check, but I'm sure someone here can help you. If you go to your System Prefs and click on 'Displays', I know it is in one of the tabs in your Display preferences.
Edit: Just a side note. When you turn on mirroring, your MacBook's display will shrink. This is normal, it is adjusting it's size to fit your external monitor.