Hi Verbel
You've made the mistake to add your post to a rather old post. If the original poster does not check his posts it would have gone unnoticed, but my "watchful eyes" watches the forum, or at least my own posts.

For the future start a new thread to increase your chances for an answer
Not too long after my original post I managed to have sound both in my USB headset and the built in sound at the same time, but (obviously) not the same source
You have to check the settings in the programs, there is the possibility to select sound source/output in most (all?) of them. The location may vary but mostly in preferences