A bit off topic but my guess is you need to plug into the rear connectors and have the driver detect that your speakers are connected. Looks like you are using the optical (digital audio) See how the rear or the front are shaded? If you connect a headset into the front panel assuming you installed the AAFP connector to the MOBO you will see it pop up.
Oh thanks! I plugged in a headset and more options show up. Gee, no love for optical and DTS connection. That is why I said this motherboard has a mind of its own.
Just to add, I have bass modded the PC350's and replaced the earpads with the velour ones from the HD600 so this causes you to need a better amp to drive them.