Mountain Lion bug:  Switching between virtual desktops not possible when using external screen only.

I think I have found a bug.  I upgraded to Mountain Lion last week, 2 days after ML became available.  My laptop is a Macbook Pro from November 2011.  I ran Lion before and I did an upgrade on my laptop (not reinstall, but upgrade).
I have an external HP screen (24 inch) connected using DVI (standard connection). I also have an external Apple keyboard (bluetooth) and the external trackpad (bluetooth). I concider myself as a power user with long experience.  I started using multiple desktops in Snow Leopard, and really liked the "4 finger swipe up" that came in Lion.  By swiping 4 fingers up on the trackpad, I can see all "virtual desktops" on the top of the screen and select or more applications to the different screens.
This function does still work, but when I put the Macbook pro in "clamshell mode" (meaning the lid is locked and I am ONLY using the external screen), then this does not work.  When I do the gesture (4 finger swipe up), the virtual desktops on top of the screen are not shown. 
But if I open the Mac and then having 2 active screens, both the internal LCD on the Macbook Pro and the external HP screen, it works again.  It does not matter which screen the "Finder many" is active on.
Picture below show how it is supposed to work.  And it still works if no external screen is connected or if the external screen connected but the lid on the Mac is still open (not clamshell mode).
This is how it looks on the external screen when I do the "4 finger swipe up" and the Macbook Pro is in clamshell mode (lid down).  Please also note how the background image is not minimized in the same way as before.
Have any other experienced the same problem ?  Where do I report this to Apple ?  Any e-mail or WEB pages where I can report bugs ?

As an update, I tried switching the main display to the MBP. Nothing changed.
However, I changed the rotation to 90 degrees and everything is back to Normal! Aside from the fact that I'm looking a 24" screen in the vertical position.

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