Sending separate audio sources to 2 seperate devices

This is just a general PC audio (off the shelf soundcard) question for Windows 8 x64.....
(I'm trying to help a friend sort this out)
 
He wants to use his headphones for gaming and only hear the sounds from the game while at the same time, listen to music via PC speakers. What's the easiest way to accomplish this (hopefully, without buying anything extra to do this....).   
 
Win XP allows you to send separate audio signal to separate devices, but I'm not sure if Win 7/8 allows this....
 
 
 
 
 Edit: Possible answer...setting it up like this (below)?
 

spacealf
http://www.tomshardware.com/forum/240894-49-using-sound-cards-board-installed
 
I am not sure but I do not think that anyone does that.
Maybe I looked up the wrong thing, (??)
 

Yeah, in that Tomshardware scenario, they're using 2 different sound cards. 
 
In my friends case:
1 soundcard 
1 pair of headphones (which comes with seperate drivers for the device)
1 pair of PC speakers
 
Using 2 different audio sources he wants: music to be played from desired software (using PC speakers) and at the same time to play video games where only the sounds of the game are coming through headphones. 
 

craigb
I've tried multiple approaches and haven't been able to get it to work.
(Just sayin'...)

That seems to be the popular consensus from what I've read. I'm surprised Microsoft hasn't offered a solution to this.......it's not like it's a highly complex problem.......on the contrary.

paulo

Mesh
 I'm surprised Microsoft hasn't offered a solution to this.......it's not like it's a highly complex problem.......on the contrary.

Must be just me that thinks it's an odd thing to want to do then ?

I must admit I'm wondering how he can 'listen' to music while hearing something else through headphones...takes all sorts tho eh?

Rain
I know you guys will hate me for that but... Get a Mac. ;)
 

We don't hate you Rain, we just feel sorry for you. ;)

I did not say anyone could not probably do that, but why have headphones on to listen to a game, and have speakers you probably can not hear that well playing something else. All I seen is that if I look at certain games, there is a folder called "music" for the game, and others put their *.mp3 files in there to not listen to the music of the game but to something else. Not all game have that, and it was already mentioned at Tom's Hardware in the first post that if the program can have another outlet for channels, then all of that can come out of one sound card, except it was explained by having two sound cards, but again why?
( Because you have two ears????)
Please, some games have surround sound and even 7.1 sound, so why not three different sounds coming out plus a subwoofer also, might as well make use of it all, three channels of stereo, and a subwoofer.
????
[Sarcasm off]

 
But really my old 2007 Soundblaster card had all of that, and yes I admit I did not use it with Sonar.
(and I could have done just that).