Digital Speakers and Analog Headphones

I can't seem to get both to work together. When the USB speakers are plugged
in, I can not get the analog output ports to work without having to go to
Sound Devices->Audio and change the default output device to RealTek Audio
Output, then the USB speakers stop working. How do I get Windows XP to output
to both devices or is this impossible?

Note: I have no control from within the application to select the output
device