It should only say you have digital output, if you're connecting something to the SPDIF connector (wired or optical).
If you click on any connector that has lit up, it will let you select what you've actually plugged into that socket.
Under "speakers", do you have "stereo" selected?
You need to tell me your motherboard again. The F_AUDIO typically provides front-channel audio when you're using high-definition audio (typically anything above stereo). There may or may not be two jumpers on a couple of the pins (and your reference to jumpers confuses me). They're typically unamplified, so won't drive a speaker directly (again, I don't remember your motherboard).
Last edited by Bushfiva; 18th April 2010 at 08:01.