Problem: Have to restart programs when connecting bluetooth Headphone.

I didn't know where to put this, or what kind of problem this is.
I have a pair of Bluetooth headphones and an ASUS bluetooth USB adapter.
When I turn on the Bluetooth headset, I have to manually go into the Sound settings and change the "Default" to the Asus Adapter.
Though ZId love to know if there is a fix to this, it's easy enough to live with. The thing I cant stand though, is when I do switch any default device in the Sound settings, I also have to close all programs that were open when making the switch. Otherwise, the programs (like iTunes and Media Player Classic) will contiue coming out of the computer speakers, or whatever the previous default was. Ive only had the ASUS Bluetooth adapter, and havent been able to try another adapter, but I have used different bluetooth Headsets/Headphones, and they all react the same. The program also exhibited on Windows 7, so I doubt its OS specific.
Is there any way to fix this, because this is absolutely annoying.

Did you ever find an answer? I just found this post and I'm having the exact issue. And agreed; very annoying.

Edit: Just found this page on reddit. It works! Swich the audio playback in iTunes to Direct Sound rather than Windows Audio.