I wish I could split sounds between detected sound systems. So if I wanted I could pipe the engine and external sounds through my speakers but channel stall horns and gun sounds/voice into my headset.
Windows really hates having a single audio device (sound card) but using two? I don't think you will find that supported by HTC ever. I use two myself. One for vox (mic input only) and one for game sounds.
My PC sound card is connected to my stereo auxiliary and I have a Corsair Vengeance headset.
All external sounds guns, flaps, tires, explosions, engines, etc go through the stereo.
The headset is strictly for vox communication, mic and voice.

I don't remember who posted this but it would seem to answer your question.
LtngRydr