I've been using headphones for the longest time (WoW+Ventrilo = peoples' ears bleed if you don't use headphones) so I never tried to get this working properly until now. I have an ASUS Crosshair with onboard "SupremeFX" sound, which uses software called SoundMAX. I have a Creative Inspire... something, 5.1 speaker system. (It's analog. It's got 3 wires to plug into the back of the computer: front speakers, rear speakers, and center/sub).
At first all I could get to work was the front left/right speakers and subwoofer. Then I installed a new version of the driver/software and got my center speaker to work. Then I found [img=http://vip.asus.com/forum/view.aspx?id=20081216210626049&board_id=1&model=Crosshair&page=1&SLanguage=en-us]http://this post on the asus forums[/img], but that didn't help either. (basically it says that ASUS doesn't update the pages for older motherboards, so you have to get the newer version from the page for a newer board.)
Oh, and the way I'm testing to see if my speakers are working is by going into the SoundMAX settings and testing the speaker setup, where it puts a sound or some music to each speaker, one at a time. The sub is thumping for all speakers, and all of them work except for the 2 rear ones.