How to play in other playback device?

[tgckpg]

I'd like to play to both device and I want to set different vol to them.
But now I can just play in speakers.
Alternatively, can I set different application to play in playback device individually ?

 

[TheColdOne]

I'm actually running into this same issue. I have 1 sound card, the internal sound, and sound through the HDMI port of my video card, but the internal audio overrides everything as long as something is plugged into it. If I unplug my speakers, then the audio jumps to my TV (through the HDMI).

So I would also like to know about choosing the audio output, or if you can choose to have the audio go out to all devices simultaneously.