I'm assuming when you click on the desktop and select "Personalize" that the system doesn't recognize an external monitor attached to the system when you're using the HDMI?
A couple things you could try. First, update the graphics driver for your system. You don't mention the model type of your laptop but if you go to our main support site, input your Dell Service Tag, the system will redirect you to the support pages for your model. There, click on Drivers & Downloads, make sure the operating system is filtered to Window 7 and look under "Video".
The second thing you can try to do is to go into your System Setup (BIOS) with the HDMI cable already attached to the system. That should force the BIOS (and thus your system) to recognize the HDMI connection and allow you to use it.
To allow me to more efficiently troubleshoot this issue please click on my Dell Todd username and send me a private message with the Dell Service Tag of your laptop. Please keep all discussions and troubleshooting here in this public thread so that others with the same questions can find the resolution to their issues.