headphone setup help

i have hard time to figure how can i listen or watch video on windows media player on the headphone outside of Cubase 7.
for example when i work late at night on the headphone i can hear all ok inside cubase 7 , i figure that by turn on the control room on vst connections and then add phones , but the problem is when i want both (the video audio and the cubase) play on the headphone i can only hear the cubase , i can only hear them both if im going to control panel /sound and then under playback list im change it from Main 1-2 to phones 1-2 …
so there is any way when im on the headphone to listen to cubase but also to play media player file together and not each time going to control panel/sound and change it from there ?
also when im working on my monitor it is fine , i can do both without a problem…
im sure it is something to do with setting with my sound card but if anyone can help i will appreciate the help.
im on windows 7 64bit / cubase 7.5.20
my sound card is motu microbook 2

On the Hardware panel in Cubase, select your monitor channel for Phones instead of Phones 1 or 2.

thanks for the respond ulesto , but i did not understand how i get to the Hardware panel in Cubase ?

Sorry for the confusion. My hardware is Steinberg so it is integrated into Cubase in a way that made me think it was a part of Cubase itself.

If there is nothing for your card under the Devices menu, the answer may be in it’s mixer setup application (and manual) - setting phones to the same channel as your studio monitors. I think that’s the way it was when I had a Motu card, but it’s been a long time. Hope that helps a bit. I had the same problem hearing tutorial vids and all external apps at first.

I am not familiar with the Motu so I am not sure whether you can select the headphones output when you are in Windows - Playback Devices - Motu. Worth having a look. With the Steinberg MR816 you can set different outputs for the Windows Playback device but some sound cards do not give you this option.

If you cannot, have you tried using your PCs onboard sound interface and plugging your headphones into the PC itself instead of the Motu?