Vista Tutorial - Setting per Application Sound Output, or Per Sound Type Outputs...

OK folks. Fresh to the meat grinder, I installed Vista. Little did I know the
torment that would ensue. I thought people were exaggerating when they said
how much it crashed. Well, it's still crashing, though only every hour or so
instead of every 5 min, so for now that's fine... But my question involves
the configuration of multiple outputs in Vista!

If you recall, in XP there was a nifty section of the control panel where
you could select the default output device for various things: MIDI, Audo,
etc.

If I set my default audio device to my USB soundcard, I could listen to the
games I was playing. If I also set the default MIDI to my sound card, Media
Player would produce soothing tunes to my slaughter in Counterstrike, through
the speakers in my room.

I had the voice settings configured even, to use my headset for both input
and output (It's a nice headset!)

However in Vista, I cannot do that. Playing Halo 2, the voice comes from my
speakers, even though the input is through my headset. The sound is through
my headset as well. If I try playing music, I have to set the default device
to my speakers, and not play a game at all, or that too would waft from the
other sound card.

So how can I set this up? I've fiddled with the mixer, but that only lets me
set the volume from a program on a device, not which device to use. I'd like
to be able to configure which device plays the audio back! How can I set this
up?