I'd like to have the windows sounds output to the computer's speaker and to headphones, but any other media to output sound to headphones only (when they're plugged in). Is this possible?
I once had some headphones that did this. It was a USB headset though. For some reason, I was able to make you are asking happen. It could have been a glitch in Vista (the OS at the time) and USB headset software.
If it is possible, I believe it can only be achieved with USB (and maybe BlueTooth) headsets. That is because when my USB headset was plug in, it provide another sound profile as if there were 2 sound card.
I don't remember which headset it was. Only that it was a Logictech USB Headset that I bought between middle or late 2007 to the beginning of 2008. I only remember this because I was deployed to Iraq at this time and I was amazed that it was possible to achieve it.