There isn't a "long answer". That is the way Windows works and from other identical questions on here and on the Dell forum there does not appear to be a way around this, that I've seen.
The only possible way would be to use a stereo "Y" cable from the PC"s speaker output (e.g. Green speaker jack) and connect one side of the Y cable to your speakers and run a cable from the other side of the Y cable to an analog audio input on the HDTV (if the HDTV is capable of using HDMI for video and a separate analog audio input for sound).