How to Monitor and Output your BGM without it going to Desktop Audio?

[ogrepog]

I use my Desktop Audio for my game audio.
Problem is, I have this mp3 files as my BGM and I like to hear the BGM as I talk on stream.
However, since my Monitoring Device is set to my headphones, and Desktop Audio outputs to the SAME headphones, it causes an echo.

How can I make it so that I hear my BGM and output it without it going through Desktop Audio causing an echo?

Here's what the Audio Mixer looks like:
Since Audio Monitoring is set to Monitor and Output inside BGM, Desktop Audio picks it up causing an echo.

Here's what Advanced Audio Properties looks like:

 

[FerretBomb]

You'll need to use a third-party piece of software like Voicemeeter to set up virtual audio devices and cables to route your audio. OBS' built-in audio handling and routing is minimal, and more meant for the stream/recording side, not for the user-experience of the streamer.