Yeah, that means that the drivers don't allow you to use your soundcard for both SONAR and media player playback. That puts you back to the option of using my suggestion of using a Y spliter.
By the way, other options include using a mixer (running the FastTrack output into a mixer, running the onboard sound into the mixer and connecting your speakers to the mixer output) or connecting the onboard sound output to the FastTrack via S/PDIF or an analog input, and have your speakers connected to the FastTrack, but they all require more cables. Sorry.