Hm, okay... I just looked at this again, and it looks like the Shown event only fires the FIRST time a form is shown. So this will work the first time, but if you moved your main form around from one monitor to another, it will not work on any subsequent showing of the ColumnChooser dialog. 

So I changed it to use VisibleChanged of the form, instead, and that seems to work better. Here is the updated code and a working sample project. 

        private void UltraGrid1_BeforeColumnChooserDisplayed(object sender, BeforeColumnChooserDisplayedEventArgs e)
        {
            var screen = Infragistics.Win.Utilities.ScreenFromRectangle(this.Bounds);
            if (!screen.Bounds.Contains(e.Dialog.Bounds))
            {
                e.Dialog.VisibleChanged += Dialog_VisibleChanged;
            }
        }

        private void Dialog_VisibleChanged(object sender, EventArgs e)
        {
            var dialog = (Form)sender;
            dialog.VisibleChanged -= Dialog_VisibleChanged;

            if (!dialog.Visible)
                return;

            var screen = Infragistics.Win.Utilities.ScreenFromRectangle(this.Bounds);
            dialog.DesktopBounds = new Rectangle(
                 screen.Bounds.X,
                 screen.Bounds.Y,
                 dialog.Bounds.Width,
                 dialog.Bounds.Height
                 );
        }

Well... the code in the Dialog_VisibleChanged event is positioning the dialog on the screen. I chose the top left just arbitrarily and you could adjust that however you want. It's hard for to do any more than that, since I really don't know where you want the dialog to appear.

You could position the dialog relative to the position of the grid on the screen, of course. But that would require a lot of extra jumping through hoops to make sure the dialog is still on the screen. So you might have to try positioning is to the left or right or whatever until you find a spot where it fits on the same screen as the grid. 

Also, if you are going to do that, it probably makes sense to do it always, even if the grid is on the primary monitor. Otherwise, it will look weird that the dialog is positioned relative to the grid only when it's NOT on the primary monitor. 

So the only tricky part of that approach is that you have to get the Rect of the grid on the screen, and that's easy enough to do using the RectangleToScreen method of the grid's parent control. So you could do something like this: 

        private Rectangle gridScreenRect;
        private void UltraGrid1_BeforeColumnChooserDisplayed(object sender, BeforeColumnChooserDisplayedEventArgs e)
        {
            var grid = (UltraGrid)sender;
            this.gridScreenRect = this.GetControlScreenRect(grid);
            e.Dialog.VisibleChanged += Dialog_VisibleChanged;            
        }

        private void Dialog_VisibleChanged(object sender, EventArgs e)
        {
            var dialog = (Form)sender;            
            dialog.VisibleChanged -= Dialog_VisibleChanged;

            if (!dialog.Visible)
                return;

            var screen = Infragistics.Win.Utilities.ScreenFromRectangle(this.Bounds);
            dialog.DesktopBounds = new Rectangle(
                gridScreenRect.X - dialog.Bounds.Width,
                gridScreenRect.Y,
                dialog.Bounds.Width,
                dialog.Bounds.Height
                );
        }

        private Rectangle GetControlScreenRect(Control control)
        {
            var parentControl = control.Parent;
            if (null != parentControl)
                return control.Parent.RectangleToScreen(control.Bounds);

            return Rectangle.Empty;
        }

This code positions the dialog to the left of grid. But like I said, you will probably have to modify this code to ensure that the dialog ends up on the same screen as the grid. This code won't work very well if the grid is close to the left edge of the screen, for example, since the dialog will ends up running off the screen to the left in that case. So you might want to try left, right, and then maybe if neither of those ends up on the screen, you would have to make the dialog overlap the grid to some extent.