As far as I am aware, there's no way to force Windows 7 to not use settings it autodetects from the graphics hardware. This is fundamentally the same problem as How to disable monitor auto detection in Windows 7? -- it appears Windows thinks what the hardware says is more important than what the user says.
In some ways, this is better than how things were done in previous versions of Windows -- namely, because plugging a Win7 machine into, for example, a projector works as a user would probably expect in all cases. That is, the projector is initialized and treated as a screen without digging through the control panel.
Unfortunately, such things do result in cases where the auto detection goes wrong, but Windows doesn't seem to provide any sort of override switch for this, which is unfortunate.
Something seems to be making the graphics there believe a third display is connected; you may wish to see if blowing the connectors out with gas duster has any effect, both on the actual VGA connector and on the dock connector (male and female sides for both connectors).
One last thing, for your Lenovo specifically, the most recent Intel HD3000 driver updates available on their website have this in the changelog (emphasis mine):
CHANGES IN THIS RELEASE Version 6.14.10.5384
[Important updates] Nothing.
[New functions or enhancements] Nothing.
[Problem fixes]
Fixed an issue where a video embedded into a PowerPoint document might not play or the system might crash during playback.
Fixed an issue where no video is fed to the external monitors when the user locks the desktop before docking the system.
This isn't exactly your issue but installing the update may help anyway. If you have a discrete graphics card in your particular configuration, also check to see if an update for that is available (my machine is an X220 so I'm not familiar with the discrete graphics options available on the T420...).
no one mentioned the power supply , that would be my first guess , my screen just stopped working with the gpu connected but started working when disconneted (using gpu on cpu chip) and it took me a while to guess it was a faulty power supply.
Best Answer
my recommendation:
just create multiple profiles for each scenario.
Powerstrip is shareware, try before you buy.