While puttering around with this issue, I found the darndest thing that seems to work for me on my Dell Inspiron 620S desktop (machine. I'm using it as an HTPC, so it's plugged into my Samsung TV, and the sound goes to the TV via the HDMI cable. The drivers that came with the unit didn't have an option for headphones that I could find, so I deleted them, rebooted and let the system install the Microsoft drivers which gave me headphones. However, I still had to switch to them in order to get sound through them. Just plugging them into the front of the machine was not enough.
I had set the default device to headphones, and, after using them, I unplugged them before I switched the default device back to the TV. To my surprise, the sound started coming out of the TV when I unplugged the headphones. Now I've left the default playback device set to headphones, and when they are plugged in, they work fine; when they are not plugged in, the TV speakers take over.
I figured I'd post that as it might solve someone else's problems.