Is the speaker system set up in Windows as a 5.1 speaker system? If so, the problem with the sound is the program used to play the audio. For example if you are watching a movie and the player used does not support 5.1 then it will not play the audio properly. If the sound works correctly playing a game in 5.1 you should be able to figure it out from there.
You need to connect the Green wire, the black wire and the orange wire. The Green is front speakers the black is rear speakers and the orange is for a center channel. After you have done that you need to go into sound settings for your sound card and make them that way.