windows sound not working.

I have a dfi lanparty nf3 250gb mother board in a pc I built. I have a 5.1 surround sound speaker set up. I got some headphones with a built in mic to use with games. The problem i'm running into is I cannot get the headphones and mic to work with the reagular desktop speakers. In media player I can get both headphones and speakers to work at the same time but none of the windows sounds work when I have this setup. I play an online game that wich was the main reason for wanting to use the headphones and mic. A weird thing I noticed is when I was using the headphones and mic in the game all sounds but the music and ambient sounds come through both headphones and mic. It's not that big of a deal but I'd like it if all sounds came out of both. Is this possible even? I have checked and changed the jumpers on the mother board and also have tryied every cable combo to the pc and can't seem to get it to work. What is different in what is playing through media player and actual windows sounds or the music and sounds in the game?

Thanks for any help anyone can give me!!!

"the music and ambient sounds come through both headphones and mic."
there is sound coming through the mic? thats not right....

I don't know what the jacks are on the mobo, but I'm pretty sure you don't have a dedicated headphone out. the speakers and heaphones are going into the same jack, just get a splitter. Your mic needs to be in either line-in or mic-in.

Can anyone point me to a splitter?

Yea if I have the speakers going into the line in and the headphones to the one front r/l speaker jack I can play music through media player through both but not windows sounds or the game music. Other game sounds do come through the speakers as well as the headphones but just not the music and ambient sounds. I was wondering what the difference is there? I will lookinto a splitter so both headphones and speakers are going into the main speaker jack.

thanks.