How do I force Windows 7 to play only through headphones?

Solution 1:

I'm assuming you haven't done this:

Go into your Sound settings from the Control Panel and set your head phones as the default device.

Are you on the screen below? A green tick should appear on the default device.

Solution 2:

The problem: There are two different 'default' devices. One for communications (Skype, Teamspeak, etc.) and one for everything else (e.g. games).

The solution: Unplug the headphones, and set the speakers as both the 'default device' and the 'default communications device'.

Now it should look like this:

Everything will play through the speakers. Plug the headphones back in. Everything will play through the headphones (even though speakers are still selected as default). This is another example of silly windoge logic. Some programs will change the 'default communications device' back to the headset on startup (Teamspeak did this to me).