FIRST STEP! Start the game with your speakers enabled.

SECOND STEP! After starting the game, hold both ALT and Tab to go to your desktop.

THIRD STEP! At your desktop hover over your volume icon in the right low hand corner and right click it and select "Playback devices".

FOURTH STEP! Having open the "Playback devices" menu, right click on your speakers then select disable!

FITH/FINAL STEP <3 ENABLE YOUR HEADPHONES AND ENJOY!