devices in the control pannel can help... Btw. what's about "-soundoutdev 1,3", I think this is already possible with midi devices unter linux. This would help to use exactly the devices one wants to use.
the -soundoutdev 1,3 should work on linux (as with pd-0.35-4; i don't know about the newer versions) not only for midi but for audio too.
i do not think, that this feature is supported under windos...