Roland Duo installation issues

Went to upgrade my capabilities.  Bought a Roland to replace my EMU 0404 (older version)
OK, so I installed the Roland DUO capture EX, pretty easy installation.  Only problem is that if I open up Youtube, play some music/audio, when I go back to Sonar it says "Unable to open playback device.  Device may not support......"   Then if I open, Volume Mixer for the computer and go to Device Out and hit OK then Sonar will play music/sound.  Something I just have to live with or something that I can fix?