While I can't provide you with specific instructions, I know that I have had situations with my dual TV/monitor setup where I wanted to accomplish this.
I know that by right clicking the volume control in your notification bar (by the computer's clock) That you can click on playback devices. Within each device is a mixer that allows you to change the sound that is being output to each device specifically.
From there, it should be a simple matter of figuring out how to assign each program/audio source to a different audio device.
Sorry if I can't be more help, but hopefully it puts you in the right direction. I feel like I've accomplished this before by screwing with the settings in "playback devices"