Audio will not play through headphones in audacity

I just recently got a new computer that my buddy built for me. It’s nice but the front doesn’t work.So all the plugs I use must be connected to the back. Because of this I’ve encountered an issue. I connected my headphone jack to the audio plug next to the VGA cable and had the audio play out through “high definition speakers” this played the audio straight to my headphones when changing the volume, using youtube, or just about anything but playing audio through audacity. I can’t get the audio to play to my headphones through audacity. I tried different headphones to see if that would work and nothing. Do you guys know what I can do to fix it?

Check the Audacity [u]Playback Device[/u] selection.