What display profile have you got selected. If you have the default profile "50% Primary Monitor" selected then the video will only display on the main screen and will not be displayed on the projection screen. You need to change it to "100% Secondary Monitor".
With regards to the loud popping sound, it is unlikely that this is caused by the software. I would say it is far more likely that this is a problem with the audio connection between your computer and the PA system.