Thanks! And thanks for the response!
I have actually done it before, while using headphone accidentally. But it was a setting in a program, allowing me to change the sound output device. I.e. the sounds from that program were played on my laptop speakers, and then the music I was playing in the background and the normal "Windows" sounds were coming through my headphones. I guess it is a different thing to just want the sound to replicate on both devices, didn't expect it would be that hard to achieve. :S
And yeah, if I do find out, no worries haha.