I'm having a bit of trouble interpreting your post.
You have a dual screen setup- a 32-inch TV (HDMI) and a monitor (VGA), correct? And you wish to... specify which programs / games output their sound from... the TV speakers? Or external speakers?
If both are hooked up to a computer, there is no way to 'not output the sounds of certain programs' without just muting those individual programs as sounds are passed through the single audio mixer that Windows has.
There are, however, very specific programs that allow you to specify which device (speakers, headphones, etc.) you want the sound outputted from. Typically, MMOs don't include this feature.