How to make VLC output its sound through USB headphones

Whenever I plug-in my earphones with a round connection into my MacBook Pro, the sound automatically switches to them. Whenever I plug my headphones with a USB connection (Logitech USB ClearChat Comfort Headset) and I am playing sound in iTunes, the sound automatically switches. Whenever I plug in my headphones and VLC is playing, the sound continues to play through the speakers. Is there any way to make VLC work with my USB headphones?

Update: It seems that the headphones don't work properly with Skype either.