Alright, Ive finally found a solution to this old problem.
It turned out my actual computer isnt able to be hooked up with anything other than a HDMI cable, so the DVI idea was void.
How I managed to fix it was to go into my control panel and find the sound settings, and had to manually enable/disable which I wanted/didnt want, respectfully. Sucks, I have to do this every time I want to change from using headphones to my monitor speakers.
Oh well, its a fix nonetheless, and I just thought I would post this in case someone has similar problems.