One Sound Source (Game Audio) to Multiple Devices

Hello, I need a way to play one source of audio to my headphones and speakers at the same time.

If I need a external device to accomplish this that is fine, or if its as simple as I need software, that's also acceptable.

The reason I need this so much is I would like to record game audio on my computer while I'm on Skype with my friends. The current way I accomplish this is I use my Blue Yeti as a secondary audio device for Skype to send its audio to my headphones. But I cant hear the game audio because it has to be played through my speakers in order for the Skype conversation to not be recorded.

If i can get my game audio to be sent to both my headphones and my speakers, so i can record just my speakers and also hear the game my life will be a whole lot better.

Any help on this matter will be greatly appreciated.

Thank You.

If you use a program like OBS you can select the program to record and it will only capture video/audio from that program even if you open your skype over the game it will keep showing the game on the recording as if skype was not there. Give it a shot and if you really wanted to do it your way instead of just having all audio go through your headphones then get a simple 2$ audio splitter (assuming they both work off 3.5mm jack and not USB).