Well, Windows COULD be told to use the audio interface for its default audio device. I just have found that approach too problematic for my liking.
I much prefer to set the Windows Default Audio Device to the on-board sound, and that way Windows Media, Chrome/IE (YouTube song playing, etc.), or even Windows sounds are all handled by the on-board sound - and NOT competing to use the audio interface drivers. (By the way, after playing the Windows boot up sounds live to a packed house of folks who laughed at hearing them that loud, I forever more turned all Windows sounds off).
I then have Sonar, and then the stand-alone versions of my synths (Kontakt, Dim Pro, etc.) set to use the ASIO drivers of the audio interface. I don't run Sonar at the same time as the stand-alone version of Kontakt, so there is never more than a single audio-intensive application like Sonar running at the same time - meaning I never then have 2 applications competing for the audio interface.
Running in the above manner means that there are 2 needs for speakers - 1 set for the output from the audio interface, and another set for the output from the speaker jack in the back of the computer.
I solve this with 2 different methods, and flip between them as needed. Both methods have the audio interface connected to my nice reference monitor speakers, and it is the connection/routing of the computer speaker jack to speakers that differs.
Option 1 - usual method of running. I bought a cheap splitter jack from Radio Shack for like $2, that plugs into the computer speaker jack, and splits the stereo signal into two separate 1/4" jacks. I then simply connect those (left and right) to two inputs on my audio interface. Running this way, everything still ends up coming out of the reference monitors.
Option 2 - I use this approach if I need the input jacks from the audio interface, or if I need a cable and am too lazy to get up and get one. In MY setup, my display monitors are 2 HDTV's, which have their own speakers and the primary display is connected to my computer with an HDMI cable. I simply change the Windows Default Audio Device from the on-board sound to HDMI. This then routes the computer's audio output to the speakers of the HDTV that serves as my primary display monitor. It's not split as nicely as the reference monitors I usually use (they are spaced much farther apart), but it DOES give me an easy 2nd set of speakers, and is trouble-free to use.
SOOOOOOO, I hope the above makes any sort of sense - it works WELL for me, and will likely be my methods for running with both the audio interface and the on-board sound at the same time, allowing me to keep the audio driver demands separate, based on the type of application.
Bob Bone