Smooth sound device change

I have a USB headset, which has a built-in sound card (Microsoft
LifeChat). When I plug this into one of the USB ports of my pc,
Windows automatically switches the default playback device to it, and
when I unplug it, Windows switches back to the PCI sound card. The
problem is, that when I unplug the USB headset, all the sound play
stops, Windows Media Player shows an error message, and I have to
restart applications to reflect the changed default sound device.

I once had installed the OS X (a hacked version that runs on Intel PC)
on my computer (the same hardware), and found unplugging the USB
headset (the same Microsoft LifeChat) didn't interrupt playback. In
fact, all sound play smoothly switched to the PCI sound card so I
could continue to listen to it from my speakers.

Since I ran OS X on the same machine, this feature is not from
hardware, but software. Is this feature unavailable on Windows Vista?