It should be possible to make this work.
Maybe try asking the cgminer developer(user "ckolivas" on here)?
I see a similar older thread where somebody got it working fine it seems:
https://bitcointalk.org/index.php?topic=87611.0Some possible suggestions from the other thread:
make sure bios is listed as using the integrated graphics not PCIe graphics as primary
try putting a dummy plug on the radeon (sounds like what is needed here most likely?)
follow directions there about installing amd drivers then intel(see first post)
investigate lucid logix mvp virtu thing