Running 2 or more Active Windows, set with different Peripherals.

Hi, so my question is whether there is way to run more than one active window, and have different peripherals set to use them both.

So, for example running a game like Nfs, and having a controller set to play that, then using my mouse and keyboard to operate something else, like Chrome or some other application. Not having the need to click between the two windows, and instead run both using different peripherals.

I know this does work with certain applications, like Pcs2x, but i'm looking for it work on a larger scale. Any help with this would be greatly appreciated, thanks.