How to redirect sound from certain application, to certain device, in third application?

there are some software allow people to choose sound output device, but there are so many applications do not provide this function so, is there a way to change开发者_Python百科 the sound output device of a application from "outside"?

solutions in Win 7 or Linux are both welcome~~

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You have the option of changing the "default" device. In windows you should go to Control Panel. All the applications that do not allow you to choose are using the default device.