Vista - Sound to 2 playback devices

Is it possible to set Vista to output sound to 2 different playback devices? I would like to output to speakers and to bluetooth heaphones at the same time. The reason being that when I switch from one to the other, the program I'm using doesn't switch sound to the new device. Be it WMP or iTunes, neither will automatically switch to the headphones when I turn them on, or to the speakers when I turn the heaphones off. I have to close the program and restart it to get sound again. Not a big deal really, but my wife doesn't like it at all... having to restart a song, OMG the agony!

Anyways... the heaphones are setup as default when they are turned on, and the speakers when not. That doesn't seem to be the problem, unless it is possible to set two default devices. That sounds silly, but that is actually what I need to do, sorta.

So, any ideas?