@ Mary G
Thank you for your answer, it did solved the problem. This is how I did it:
1. I did not connect yet the second monitor.
2. In my first monitor (in my case the DVI connection), I press F2 to enter Setup
3. In the Setup menu, click Video, click Multi-Display, click "enable multi-display", click Apply, then click Exit
4. Shot Down Computer
5. Connect the second monitor (in my case the VGA connection)
6. Turn On Computer
7. Right Click in the empty space in the desktop (try also pressing win then P)
8. Click Display Setting
9. Click Display, click "Detect", (If successful, the 2nd monitor will be detected)
10. In the Multiple Displays drop down list, select "Extend these Displays"
I have a Dell Optiplex 7010 with 2 video cards (add-on is DVI, onboard is 2@DP + 1@ VGA).
Mary's answer worked perfectly. Enter BIOS, select Video, select "multi-Display)
For Older Optiplex models this error message is permanent. There IS NO MULTI DISPLAY bios mode for Older Optiplex 980,780,380,960,760,360,755,745, 320 etc.