Yes, i know depending on what front end you are using makes things a little simpler. Centrafuse lets you customize the radio plugin in the settings to choose where the sound is coming from and where the sound is going. There must be similar options in other frontends. othewise you can set it up in windows.. beware if you are using vista as i think there might be some conflicts with using multiple sound devices. And if you get really crafty you could add one of mitch's audio selectors.