How can I play some audio through speakers, and some through headset?

Is there a setting so that I can choose to have one program play sound through the speakers, and one program play sound through a headset? This question is related to How do you enable speaker output while headphones are on for SELECT programs? My goal is to be able to listen to an audio book through my headset before I fall asleep, and to wake up to my computer alarm clock (playing sound through speakers) in the morning. A way to make the computer automatically switch where to output sound at a given time will also solve the problem. For instance: Play through headset until 5am, then play thr

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