Rerouting Sound For an Application

Question

I'm not really sure what this question falls into the category of but I figured .NET language SHOULD have some support for what I want. So basically, I have an application that outputs sound through windows "Default Sound Device". The application has no options to change this and so I want to capture the audio output from this application alone, if it is even possible. From there my application would then simply bridge it to the sound device of my choice. How would I do this, if it is even possible.