Override default sound device for WMP10

Hello everybody, I am trying to set up multiple sound cards such that all
normal system sounds and games are sent to my default sound card and thus on
to my headphones while forcing WMP10 and a few other programs to use a second
sound card I have installed and to use speakers. I know I can change the
default device easily back and forth whenever I would like to use speakers
but this is a hassle to do each time and the check box on the "Sounds and
Audio Devices Properties-->Audio" page titled "Use only default devices"
leads me to think that non default devices can be used. Else why would there
be the option? Anyway, I would appreciate any help you have to offer.

Thank You