Make sure the device volume is turned up
Control Panel (category view off) - Sounds And Audio Devices - Volume Tab (also click the speaker volume at the bottem)
Make sure the sound card is listed as the playback device.
Sounds And Audio Devices - Audio Tab
Also make sure SPDIF pass through isint on
Control Panel (category view off) - AudioHQ - Decoder Tab
Finally make sure Digital Output isint on
Start Menu - All Programs - Creative- Sound Blaster Audigy 2 - Speaker Settings
If this dosent fix it, try running the Creative Diagnostic Tool
Start Menu - All Programs - Creative- Sound Blaster Audigy 2 - Creative Diagnostic
Good luck getting the card to work