I stumbled upon something yesterday which I thought I'd share with everyone. I have two sets of speakers: a speaker bar for my monitor and a surround sound system. I figured out how to change which set of speakers the audio comes out from, but it's not very intuitive.
In the start menu, I type "Sound" to locate the sound preference window. From there you can see a number of audio output devices, one of which is selected as the default output. If you set a different output device as the default, it might not be apparent that the change occurred. For example, if you had media player open before you changed the default device, after you make the change, the audio will still come out from the previous device. It's not until you close and reopen media player that the changes occur for that particular program. Any other application, which you open AFTER you make the change, will experience the change. But for some reason, any already opened applications do not recognize this change until they are closed and reopened.
Also, I found something when you open the sound mixer. This is the window you get to when clicking on the speaker icon from the task bar and then clicking on the word "mixer". It's not very apparent, but if you click "device" in this window, you can view which applications are being used by which audio output device.(They really out to make the "device" button appear to be more like a button.) It would be nice if you could use this window to change the association of specific programs with specific output devices. For example, the sound from a movie is coming out of my desk speakers, but I would like the sound to come out from my surround sound speakers but keep other sounds coming out of my desk speakers. It would be great if you could use this window to somehow drag and drop the application to the output device that you want the sound to come out from.
It would also be nice if you could change the default device from this window: to somehow get to the previously mentioned Sound preference window from the mixer window so you can make the default output change. But sadly this mixer window and the "Sound" window are independent of each other.
I'm not sure about the rest of you, but I'm finding that Vista could be more intuitive. (although, it probably does a better job than XP)