Problems with software speech

[Zachary Kline]

Hi,
    I admit there are probably better forums to adk this question.  However, I've tried looking for answers and come up with a blank.
I use one of those Intel Centrino mobile laptops, an HP DV2050 to be exact.  This comes with an 'High Definition Intel' sound card, which Alsa supports...Up to a point.
For whatever reason, I can't mix sounds with the provided drivers.  At all.  I can't play music, or listen to streaming radio, or anything along those lines.
But the far stranger problem is what happens when I boot my machine into Linux: it has a duel boot setup.  I use headphones for software speech.  The problem is that when I plug them in, they work, but the sound also comes out of internal laptop speakers.  
Funny thing is, when I boot into Windows first, and without shutting down the machine fully boot into Linux, I get a similar problem: only this time, speech comes out of headphones only, and no speakers.  So...
I guess I was wondering if anyone, anyone at all, has had this problem, and what they've done about it?
Thanks,
Zack.