Configuring a bluetooth headset

Hi
I have been given a Bluetooth headset with a Bluetooth dongle to connect to my pc with. I have been able to connect and use for listening to music or skyping or playing a game. When I ask the computer to let me listen to Spotify and play my game at the same time it cancels out one program. I have tried to change the settings, using the headset as the default device, but it only likes one program’s sound at any one time. I use via HD audio deck for the speaker controls, and ‘volume control’ for the device to send the sound too.