Sometime sound is coming out of headphones when it should be coming out of your speakers. How do you control this? I'll show you how.
Windows has a volume control applet located next to your clock. If its not there, try the little arrow next to the clock to show more icons.
Click with your right mouse button and choose "Playback Devices". Here you can see which device is currently default and select a different default playback device. You may need to close your application and reopen it for the change to take effect.