Switching Audio Output

I got a new USB Headset (Logitech 350 to be exact) and when I first plugged
it in, Vista was routing my Windows Media Player and skype through the
Headset and Windows Sounds through the speakers. In the sound mixer, there
was a black shaded box around WMP and Skype as to show they were being played
by a headset. I clicked the shaded boxs and that routed all sound to my
headset. Is there a way to turn this back on, because it is a nice feature if
you can route different programs between headset and speakers. Thanks, Tyler
Gothier

Can Anyone help me?