How does Keynote decide which display to appear on?

Question

The scenario: I go into class, hook up my laptop to the projector using mini-display port adapter, and fire up Keynote. Keynote opens with it's window on the projected display, showing off the hidden slides or completed builds or slide #42. I'd rather have it open on the laptop display so the only thing my audience sees is the title slide. I then spend two minutes trying to get a mouse over the titlebar so I can pull the window back to my laptop display.

I'm not sure this is a Keynote specific question. I just don't end up using other apps in the classroom.

So, how can I control which display an application will open on when started?