Need help with application specific audio output.

I have my tv hooked up to my PC via an HDMI cable and an SPDIF cable going to my receiver for surround. What I would like to do is have VLC ouput to my receiver so the GF can watch a show, while I play a game (specifically skyrim) and have that audio output over my USB headset. I can't figure out how to do this with with the playback devices. Is there an application I can use to manage this?