Split audio between Headset and 5.1 surround speakers

I'm running windows 8 and I was wondering if it is possible for sound to come out of both my logitech 5.1 surround speakers and my turtle beach p11 headset. I don't need something like music to come out the headset and a game to come out the speakers I just need them both to produce the same sound at the same time. I currently have to keep switching between default audio devices (pain in the ass) to use the headset or speakers.

I use one of these

https://encrypted-tbn2.gstatic.com/images?q=tbn:ANd9GcQSebCYVHy707uzy41WclmkdlTd-3JFCAYO5mMglLRZ5MGtAxcc

3.5mm jack splitter might work. I was looking for software solution but a jack splitter will only cost a few bucks. Thanks