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I have two audio cards in my notebook:
$ cat /proc/asound/cards
0 [Intel ]: HDA-Intel - HDA Intel
HDA Intel at 0x94900000 irq 47
1 [default ]: USB-Audio - C-Media USB Audio Device
C-Media USB Audio Device at usb-0000:00:1d.0-1.2, full speed
"C-Media USB Audio Device" is my headset. When I play anything by amarok there is sound only from internal speakers and nothing from my headset. I see my USB audio in xfce4-mixer, can control level but still no sound. In KDE which I have along with xfce I can choose which sound device is primary but could not find same tool in xfce.
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Just right click on the mixer applet on the panel --> Sound Preferences --> "Output" tab and select the output device you prefer.
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Strange. Now I see my USB device in this list. Thank you.
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