I did further research. For WinXP/2000, for "Sound Playback" "Default Device" combo box
http://www.sennheisercommunications.com/sennheiser/globals.nsf/resources/Sounds_and_audio_devices_properties.jpg/$File/Sounds_and_audio_devices_properties.jpg . You use waveOutMessage in C with DRVM_MAPPER_PREFERRED_SET (it is 0x2016 for desktop winxp) and a -1 for the deviceid argument, the lparam and wparam also have to be filled. That is how the MS sound CP applet works. Google says that does not work for NT 6.