Audio Issues (Headphones vs Speakers)

This issue has been going on for quite some time but after much searching about I have finally decided to post the issue here in the hopes of help.

Whenever I play any other program such as skype or another game, all sounds including the sounds of the program plus music that I am playing from my computer will be heard through my headphones. However this changes with lotro.

When I play lotro with default audio settings music that I play plus the game music will bypass my headphones and instead play through my speakers. Yes I have checked that my speakers are properly plugged in :p. If I change the audio setting in lotro from "Generic Software on Speakers and Headphones" to "Generic Software on Dual Headphones" the game now plays all its music through my headphones. However music that I like to listen to while playing the game still plays through my speakers rather than my headphones.

Any help in fixing it such that everything can play just through my headphones would be much appreciated.