Dual sound output in Windows 7?

Recently, I wanted to stream a game I was playing to some friends of mine via skype. I know that the stereo mix input will record all sounds going to the speakers, however I unfortunately only have a USB headset. When I change Windows 7's default output to speakers, I can use stereo mix, but cannot hear the sound myself. Is there any way to make the sound output to both my speakers AND my headset?

Bonus points if you can figure out how to mix my USB headset's microphone input and the stereo mix so I can talk at the same time.

 

Well its not about the speakers - I have a pretty decent pair of Creative speakers. I do most of my playing at night and dont want to wake anyone else up.

 

Hi I have both working on my PC. you can get a stereo sound double adaptor ( $6.00) and I just plug it into the sound jack on the rear of the PC and plug the speakers and the headset in to it , works great, you only need to do the sound out as the mike just plug into the PC.
Pays to get a headset with a volume control as they can be quite loud at times.
Also use the head set for Skype and Skype phone calls.
Easy as.
Cheers Des.

 

If only it were that easy.
If I had a normal analog headset, stereo mix would work fine, seeing as it runs off the speaker jack anyways.
Unfortunately, I have a USB headset, which is unrecognized by my audio drivers. It works for sound, but none of the audio driver features, including stereo mix, work for it.