I've had your exact problem, and I've come up with a solution, though I would like a more permanent one.Answer found here
In short, I used Nircmd to get some console commands to change the volume of the non-default device and then I used AutoHotKey to hook my volume keys to the those commands in order to adjust volume. You could probably figure out the volume controls in AutoHotkey to skip using Nircmd in the first place, but I couldn't figure them out.
It's working perfectly so far, and the only thing I miss is the volume bar display that shows up when I change volume.