split audio dual monitor

hi. i recently bought a geforce gt 630 graphics card for my pc, and decided to plug in my large hdtv as a second monitor through hdmi. it works great!!! except for one thing...... i cant play a video on my second monitor(tv) and play a game on my main monitor and have the audio come from where the video is. i can have the audio come from the tv or my headphones, but not both. is there a way?

james