this isn' necessary if you setup the stereo mixer and set your desktop speakers as default playback, and then in recording properties for stereo mix, set the vengeance as default playback through this device.
Unfortunately this is not working for me. Followed the steps, and does not playback through headphones.. only speakers.
System: windows 8
MB: Asus Sabertooth x79
Audio Realtek: driver 6.0.1.6657
Corsair Vengeance 2000: software 2.0.7 driver: 1.0.0.17