Split Audio, one app to HDMI/TV, another app to headphones

Hello,
Basically,
On my laptop, I run an HDMI cable to the TV. Using VLC Player I put a show on for my friends to watch.
What I would like to do, is watch something else at the same time on my laptop and hear the sounds on my headphones that are plugged into the same laptop.
I found one application called CheVolume, but it's not free.
Is there a way to make this happen for free?
My old laptop was able to do this no problem and I never had to configure anything. It just worked.
How can I do this again. I have a Realtek High Definition Audio, and High Definition Audio Device, Drivers in the my device manager if that helps.

Windows will only allow one default audio device. What you want to do can't be done unless some 3rd party program will provide it.

I updated my Realtek Drivers, and now it works the way I want it to.